Alexander Meyer-Gohde
Alexander Meyer-Gohde
About me
Publications
Teaching
Activities
Experience
Contact
CV
Light
Dark
Automatic
Article
Solving and Analyzing DSGE Models in the Frequency Domain
I provide a solution method in the frequency domain for multivariate linear rational expectations models. The method works with the …
Alexander Meyer-Gohde
Aug 25, 2024
PDF
Cite
Code
IMFS Working Paper Series
Inattentiveness and the Taylor Principle
We present determinacy bounds on monetary policy in three models of inattentiveness - sticky information, imperfect common knowledge, …
Alexander Meyer-Gohde
,
Mary Tzaawa-Krenzler
Mar 1, 2024
PDF
Cite
Poster
Slides
IMFS Working Paper Series (earlier version)
Pruning in DSGE Models - Theoretical Foundations and Comparisons
We study the rationale and performance of DSGE perturbations that are pruned to guarantee stable simulations. We provide theoretical …
Hong Lan
,
Alexander Meyer-Gohde
Mar 1, 2024
PDF
Cite
Code
SFB Working Paper Series (earlier version)
Solving Linear DSGE Models with Structure Preserving Doubling Methods
This paper applies structure preserving doubling methods to solve the matrix quadratic underlying the recursive solution of linear DSGE …
Johannes Huber
,
Alexander Meyer-Gohde
,
Johanna Saecker
Mar 1, 2024
PDF
Cite
Code
Dataset
Poster
Video
Source Document
IMFS Working Paper Series
Numerical Stability Analysis of Linear DSGE Models - Backward Errors, Forward Errors and Condition Numbers
This paper develops and implements a backward and forward error analysis of and condition numbers for the numerical stability of the …
Alexander Meyer-Gohde
Apr 1, 2023
PDF
Cite
Code
Slides
IMFS Working Paper Series
Estimation and forecasting using mixed-frequency DSGE models
In this paper, we propose a new method to forecast macroeconomic variables that combines two existing approaches to mixed-frequency …
Alexander Meyer-Gohde
,
Ekaterina Shabalina
Apr 1, 2022
Cite
Code
IMFS Working Paper Series
Generalized Exogenous Processes in DSGE - A Bayesian Approach
We relax the standard assumption in the dynamic stochastic general equilibrium (DSGE) literature that exogenous processes are governed …
Alexander Meyer-Gohde
,
Daniel Neuhoff
Apr 1, 2022
PDF
Cite
Code
Slides
IMFS Working Paper
Risk-Sensitive Linear Approximations
I construct risk-sensitive approximations of policy functions of DSGE models around the stochastic steady state and ergodic mean that …
Alexander Meyer-Gohde
Oct 1, 2018
PDF
Cite
Code
Dataset
Poster
Video
Source Document
SFB 649 Working Paper (earlier version))
Decomposing Risk in Dynamic Stochastic General Equilibrium
We analyze the theoretical moments of a nonlinear approximation to real business cycle model with stochastic volatility and recursive …
Hong Lan
,
Alexander Meyer-Gohde
Mar 1, 2014
PDF
Cite
Code
SFB Working Paper Series (earlier version)