discrete time DSGE models. We derive the perturbation using a matrix calculus that preserves linear algebraic structures to … is independent of terms first order in the perturbation parameter, and relax the assumptions needed for the local … existence theorem of perturbation solutions. …

order in a wide class of discrete time DSGE models under standard regularity and saddle stability assumptions for linear … approximations. Our result follows from the straightforward application of matrix analysis to our perturbation derived with Kronecker … tensor calculus. Additionally, we relax the assumptions needed for the local existence theorem of perturbation solutions and …

standard perturbation output. I examine the joint macroeconomic and asset pricing implications of a real business cycle model …

solving nonlinear DSGE models. Perturbation of the nonlinear moving average policy function provides a direct mapping from a …

order in a wide class of discrete time dynamic stochastic general equilibrium (DSGE) models are solvable by standard DSGE … perturbation methods under regularity and saddle point stability assumptions on first order approximations. Extending the approach … existence theorem of perturbation solutions, complete the proof that the policy function is invariant to first order changes in …

linear dynamic stochastic general equilibrium (DSGE) models when there is insufficient eigenvalue separation about the unit …

quadratic that underlies the recursive solution of linear DSGE models. The methods are compared using nearly 100 different … solving DSGE models, providing higher accuracy as measured by the forward error of the solution at a comparable computation …

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are … methods compare favorably in solving DSGE models to the QZ, providing similar accuracy as measured by the forward error of the …

solution of linear DSGE models. We present and compare two Structure-Preserving Doubling Algorithms (SDAs) to other competing …

discrete time DSGE models. We derive the perturbation using a matrix calculus that preserves linear algebraic structures to … existence theorem of perturbation solutions. -- Perturbation ; matrix calculus ; DSGE ; solution methods ; Bézout theorem … is independent of terms first order in the perturbation parameter, and relax the assumptions needed for the local …