Publications

Alexander Meyer-Gohde, Daniel Neuhoff (2022). Generalized Exogenous Processes in DSGE - A Bayesian Approach. IMFS Working Paper Series.

PDF Cite Code Slides IMFS Working Paper

Alexander Meyer-Gohde (2019). Generalized entropy and model uncertainty. Journal of Economic Theory.

Alexander Meyer-Gohde (2018). Risk-Sensitive Linear Approximations. Mimeo.

PDF Cite Code Dataset Poster Video Source Document SFB 649 Working Paper (earlier version))

Philipp J. König, Alexander Meyer-Gohde (2017). Decoupling nominal and real rigidities. Economics Letters.

Cite Slides DOI

Alexander Meyer-Gohde, Daniel Neuhoff (2015). Solving and estimating linearized DSGE models with VARMA shock processes and filtered data. Economics Letters.

Hong Lan, Alexander Meyer-Gohde (2014). Solvability of perturbation solutions in DSGE models. Journal of Economic Dynamics and Control.

Hong Lan, Alexander Meyer-Gohde (2014). Decomposing Risk in Dynamic Stochastic General Equilibrium. Working Paper.

PDF Cite Code SFB Working Paper Series (earlier version)

Hong Lan, Alexander Meyer-Gohde (2013). Solving DSGE models with a nonlinear moving average. Journal of Economic Dynamics and Control.

Alexander Meyer-Gohde (2010). Linear rational-expectations models with lagged expectations: A synthetic method. Journal of Economic Dynamics and Control.