Fifth-order perturbation solution to DSGE models
type: Item
instance of: scholarly article
title: Fifth-order perturbation solution to DSGE models
zbMATH Open document ID: 1401.91245
author: Oren Levintal
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91-04
zbMATH DE Number: 6915533
zbMATH Keywords: perturbation
zbMATH Keywords: fifth order
zbMATH Keywords: rare disasters
zbMATH Keywords: high-order multivariate chain rules
zbMATH Keywords: DSGE
describes a project that uses: Uhlig Toolkit
describes a project that uses: Gensys
describes a project that uses: Dynare
MaRDI profile type: Publication
full work available at URL: j.jedc.2017.04.007
OpenAlex ID: W3124178402
cites work: Comparing solution methods for dynamic equilibrium economies
cites work: Rare Disasters and Asset Markets in the Twentieth Century*
cites work: On the Size Distribution of Macroeconomic Disasters
cites work: Second-order approximation of dynamic models with time-varying risk
cites work: The Solution of Linear Difference Models under Rational Expectations
cites work: Solving asset pricing models with Gaussian shocks
cites work: Rare Disasters and Exchange Rates *
cites work: Estimating dynamic equilibrium models with stochastic volatility
cites work: Solution methods for models with rare disasters
cites work: Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
cites work: Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
cites work: SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
cites work: Second-order approximation of dynamic models without the use of tensors
cites work: Q3474197
cites work: Evaluating Derivatives
cites work: Solving asset pricing models with stochastic volatility
cites work: Q4225048
cites work: Asymptotic methods for aggregate growth models
cites work: Multi-country real business cycle models: accuracy tests and test bench
cites work: Solving SDGE models: a new algorithm for the Sylvester equation
cites work: Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
cites work: Using the generalized Schur form to solve a multivariate linear rational expectations model
cites work: Comparison of solutions to the multi-country real business cycle model
cites work: Solving DSGE models with a nonlinear moving average
cites work: Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
cites work: Solving dynamic general equilibrium models using a second-order approximation to the policy function
cites work: Solving linear rational expectations models
DOI: 10.1016/J.JEDC.2017.04.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915533