DSGE

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

I provide a solution method in the frequency domain for multivariate linear rational expectations models. The method works with the …

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

We study the rationale and performance of DSGE perturbations that are pruned to guarantee stable simulations. We provide theoretical …

This paper applies structure preserving doubling methods to solve the matrix quadratic underlying the recursive solution of linear DSGE …

This paper develops and implements a backward and forward error analysis of and condition numbers for the numerical stability of the …

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

In this paper, we propose a new method to forecast macroeconomic variables that combines two existing approaches to mixed-frequency …

We relax the standard assumption in the dynamic stochastic general equilibrium (DSGE) literature that exogenous processes are governed …

I construct risk-sensitive approximations of policy functions of DSGE models around the stochastic steady state and ergodic mean that …