Pages that link to "Item:Q959744"
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The following pages link to Computing second-order-accurate solutions for rational expectation models using linear solution methods (Q959744):
Displaying 17 items.
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002) (← links)
- Euro area inflation persistence in an estimated nonlinear DSGE model (Q602963) (← links)
- Solving the multi-country real business cycle model using a perturbation method (Q622253) (← links)
- Second-order approximation of dynamic models without the use of tensors (Q631258) (← links)
- Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
- Solving linear rational expectations models: A horse race (Q928138) (← links)
- Solving dynamic general equilibrium models using a second-order approximation to the policy function (Q951493) (← links)
- Country portfolio dynamics (Q975902) (← links)
- A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models (Q975919) (← links)
- Computing the steady state of linear quadratic optimization models with rational expectations (Q1129157) (← links)
- Tractable likelihood-based estimation of nonlinear DSGE models (Q1786780) (← links)
- Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
- Solvability of perturbation solutions in DSGE models (Q1994616) (← links)
- Prospect theory and market quality (Q2434351) (← links)
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models (Q2654406) (← links)
- Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union* (Q3065349) (← links)
- On the study of a rational expectation model with lagged endogenous variables (Q4632382) (← links)
