Computing the risky steady state of DSGE models

DOI10.1016/J.ECONLET.2013.06.025zbMath1284.91335OpenAlexW2000341073MaRDI QIDQ2446285

Oliver de Groot

Publication date: 16 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.06.025

zbMATH Keywords

computationDSGE modelsrisky steady state

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Related Items (2)

Bank equity and macroprudential policy ⋮ Risk matters: breaking certainty equivalence in linear approximations

Cites Work

• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Solving asset pricing models with Gaussian shocks
• Accuracy of stochastic perturbation methods: The case of asset pricing models

This page was built for publication: Computing the risky steady state of DSGE models