Second-order approximation of dynamic models with time-varying risk
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Publication:1994253
DOI10.1016/j.jedc.2013.03.007zbMath1402.91285OpenAlexW3125515963MaRDI QIDQ1994253
Pierpaolo Benigno, Gianluca Benigno, Salvatore Nisticò
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://cep.lse.ac.uk/pubs/download/dp1033.pdf
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Related Items (4)
Fifth-order perturbation solution to DSGE models ⋮ Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation ⋮ Examining macroeconomic models through the lens of asset pricing ⋮ Asset prices in affine real business cycle models
Cites Work
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- Second-order approximation of dynamic models without the use of tensors
- Linear-quadratic approximation of optimal policy problems
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Comparing solution methods for dynamic equilibrium economies
- Projection methods for solving aggregate growth models
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- The Impact of Uncertainty Shocks
- Bayesian Analysis of DSGE Models
- Accuracy of stochastic perturbation methods: The case of asset pricing models
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