Article-Journal

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are compared using nearly …

This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that …

Central banks including the ECB have moved forward with plans concerning a central bank digital currency (CBDC) to be made available to …

The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. …

I provide a model uncertainty foundation to the power certainty equivalent of Epstein-Zin-Weil risk sensitive preferences (EZ), …

We revisit Ball and Romer’s (1990) canonical model of price setting with menu costs that exhibits multiple equilibria. We show …

We derive recursive solutions to linearized DSGE models with VARMA exogenous driving forces of arbitrary order without inflating the …

We prove that the undetermined Taylor series coefficients of local approximations to the policy function of arbitrary order in a wide …

We propose a nonlinear infinite moving average as an alternative to the standard state space policy function for solving nonlinear DSGE …

This paper contains a solution and an estimation method for linear rational-expectations models with lagged expectations. The solution …