create a website

Global stochastic properties of dynamic models and their linear approximations. (2010). de Vries, Casper ; Babus, Ana.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:5:p:817-824.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Discrete--Delay Dynamic Model for the Stock Market.. (2011). Dobrescu, Loretti ; Neamtu, Mihaela ; Opris, Dumitru.
    In: Discussion Papers.
    RePEc:swe:wpaper:2012-11.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arouba, S.B. ; Fernandez-Villaverde, J. ; Rubio-Ramirez, J.F. Comparing solution methods for dynamic equilibrium economies. 2006 Journal of Economic Dynamics and Control. 30 2477-2508

  2. Campbell, J.Y. Inspecting the mechanism: an analytical approach to the stochastic growth model. 1994 Journal of Monetary Economics. 33 463-506

  3. Campbell, J.Y. ; Lo, A.W. ; MacKinlay, A.C. The Econometrics of Financial Markets. 1997 Princeton University Press: Princeton
    Paper not yet in RePEc: Add citation now
  4. Cumperayot, P., de Vries, C.G., 2006. Large swings in currencies driven by fundamentals. Tinbergen Institute Discussion Papers 06-086/2.

  5. de Haan, L. ; Resnick, S. ; Rootzen, H. ; de Vries, C.G. Extremal behavior of solutions to a stochastic difference equation with applications to ARCH processes. 1989 Stochastic Processes and their Applications. 32 213-224

  6. Dotsey, M. ; Mao, C.S. How well do linear approximation methods work?. 1992 Journal of Monetary Economics. 29 25-58

  7. Embrechts, P. ; Kluepelberg, C. ; Mikosch, T. Modelling Extremal Events for Insurance and Finance. 1997 Springer: Berlin
    Paper not yet in RePEc: Add citation now
  8. Engle, R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. 1982 Econometrica. 50 987-1008
    Paper not yet in RePEc: Add citation now
  9. Fernandez-Villaverde, J. ; Rubio-Ramirez, J.F. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood. 2005 Journal of Applied Econometrics. 20 891-910

  10. Harvey, A. ; Ruiz, E. ; Shephard, N. Multivariate stochastic variance models. 1994 Review of Economic Studies. 61 247-264

  11. Jin, H., Judd, K., 2002. Perturbation methods for general dynamic stochastic models. Discussion paper, Stanford University.
    Paper not yet in RePEc: Add citation now
  12. Kesten, H. Random difference equations and renewal theory for products of random matrices. 1973 Acta Mathematica. 131 207-248
    Paper not yet in RePEc: Add citation now
  13. Kim, J. ; Kim, S. Spurious welfare reversals in international business cycle models. 2003 Journal of International Economics. 60 471-500

  14. Kim, S., 1997. International business cycles in a partial-risk-sharing market with capital income taxation. Ph.D. Thesis, Yale University.
    Paper not yet in RePEc: Add citation now
  15. Kydland, F. ; Prescott, E. Time to build and aggregate fluctuations. 1982 Econometrica. 50 1345-1370

  16. Sutherland, A., 2002. A simple second-order solution method for dynamic general equilibrium models. CEPR Discussion Paper no. 3554.

  17. Tesar, L. Evaluating the gains from international risksharing. 1995 Carnegie–Rochester Conference Series on Public Policy. 42 95-143

  18. Uhlig, H., 1997. A Toolkit for analyzing nonlinear dynamic stochastic models easily. Working paper, Tilburg University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

  2. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily. (2015). Iacoviello, Matteo ; Guerrieri, Luca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:22-38.

    Full description at Econpapers || Download paper

  3. On the uniqueness of solutions to rational expectations models. (2015). Maussner, Alfred ; Klarl, Torben ; Heiberger, Christopher ; Mauner, Alfred .
    In: Economics Letters.
    RePEc:eee:ecolet:v:128:y:2015:i:c:p:14-16.

    Full description at Econpapers || Download paper

  4. Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach. (2013). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:201303.

    Full description at Econpapers || Download paper

  5. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:21/13.

    Full description at Econpapers || Download paper

  6. Inequality Constraints and Euler Equation based Solution Methods. (2013). Rendahl, Pontus.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1320.

    Full description at Econpapers || Download paper

  7. Belief shocks and the macroeconomy.. (2013). Suda, Jacek.
    In: Working papers.
    RePEc:bfr:banfra:434.

    Full description at Econpapers || Download paper

  8. Indirect Likelihood Inference (revised). (2013). Kristensen, Dennis ; Creel, Michael.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:931.13.

    Full description at Econpapers || Download paper

  9. On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-84.

    Full description at Econpapers || Download paper

  10. Computing DSGE Models with Recursive Preferences and Stochastic Volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-123.

    Full description at Econpapers || Download paper

  11. OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method. (2012). Phillips, Kerk ; Evans, Richard.
    In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
    RePEc:byu:byumcl:201204.

    Full description at Econpapers || Download paper

  12. Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution. (2011). Gordon, Grey.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-018.

    Full description at Econpapers || Download paper

  13. How to Solve Dynamic Stochastic Models Computing Expectations Just Once. (2011). Maliar, Serguei ; Judd, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17418.

    Full description at Econpapers || Download paper

  14. Value Function Iteration as a Solution Method for the Ramsey Model. (2011). Maussner, Alfred ; Heer, Burkhard ; Mauner, Alfred .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:4:p:494-515.

    Full description at Econpapers || Download paper

  15. The Accuracy of Perturbation Methods to Solve Small Open Economy Models. (2011). Fasolo, Angelo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:262.

    Full description at Econpapers || Download paper

  16. Risk Matters: The Real Effects of Volatility Shocks. (2011). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:6:p:2530-61.

    Full description at Econpapers || Download paper

  17. The econometrics of DSGE models. (2010). Fernandez-Villaverde, Jesus.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:1:y:2010:i:1:p:3-49.

    Full description at Econpapers || Download paper

  18. OLG fife cycle model transition paths: alternate model forecast method. (2010). Phillips, Kerk ; Evans, Richard.
    In: MPRA Paper.
    RePEc:pra:mprapa:24548.

    Full description at Econpapers || Download paper

  19. An approximate consumption function. (2010). Padula, Mario.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:404-416.

    Full description at Econpapers || Download paper

  20. A new algorithm for solving dynamic stochastic macroeconomic models. (2010). Salyer, Kevin ; Lee, Gabriel ; Dorofeenko, Victor.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:388-403.

    Full description at Econpapers || Download paper

  21. Time-consistent control in nonlinear models. (2010). Ambler, Steven ; Pelgrin, Florian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2215-2228.

    Full description at Econpapers || Download paper

  22. The method of endogenous gridpoints with occasionally binding constraints among endogenous variables. (2010). Koeniger, Winfried ; Hintermaier, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2074-2088.

    Full description at Econpapers || Download paper

  23. Asset pricing implications of a New Keynesian model. (2010). De Paoli, Bianca ; Weeken, Olaf ; Scott, Alasdair.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2056-2073.

    Full description at Econpapers || Download paper

  24. Euro area inflation persistence in an estimated nonlinear DSGE model. (2010). Tristani, Oreste ; amisano, gianni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1837-1858.

    Full description at Econpapers || Download paper

  25. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE. (2010). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer ; Özer Karagedikli, .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:1:p:113-136.

    Full description at Econpapers || Download paper

  26. Numerical solution of continuous-time DSGE models under Poisson uncertainty. (2010). Trimborn, Timo ; Posch, Olaf.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2010-08.

    Full description at Econpapers || Download paper

  27. Finite State Markov-Chain Approximations to Highly Persistent Processes. (2009). Suen, Richard M. H. ; Kopecky, Karen.
    In: Working Papers.
    RePEc:ucr:wpaper:200904.

    Full description at Econpapers || Download paper

  28. Finite State Markov-Chain Approximations to Highly Persistent Processes. (2009). Suen, Richard M. H. ; Kopecky, Karen ; Suen, Richard M. H., .
    In: MPRA Paper.
    RePEc:pra:mprapa:17201.

    Full description at Econpapers || Download paper

  29. Finite State Markov-Chain Approximations to Highly Persistent Processes. (2009). Suen, Richard M. H. ; Kopecky, Karen.
    In: MPRA Paper.
    RePEc:pra:mprapa:15122.

    Full description at Econpapers || Download paper

  30. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-018.

    Full description at Econpapers || Download paper

  31. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-013.

    Full description at Econpapers || Download paper

  32. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-008.

    Full description at Econpapers || Download paper

  33. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15026.

    Full description at Econpapers || Download paper

  34. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan ; Fernndez-Villaverde, Jess.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14875.

    Full description at Econpapers || Download paper

  35. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14677.

    Full description at Econpapers || Download paper

  36. Money and capital: a quantitative analysis. (2009). Wright, Randall ; Waller, Christopher ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-031.

    Full description at Econpapers || Download paper

  37. Learning and the Great Moderation. (2009). Singh, Aarti ; Bullard, James.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-027.

    Full description at Econpapers || Download paper

  38. Wealth distribution and aggregate time-preference: Markov-perfect equilibria in a Ramsey economy. (2009). Sorger, Gerhard ; Pichler, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:1-14.

    Full description at Econpapers || Download paper

  39. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7264.

    Full description at Econpapers || Download paper

  40. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7157.

    Full description at Econpapers || Download paper

  41. Computation of Business-Cycle Models with the Generalized Schur Method. (2009). Maussner, Alfred ; Heer, Burkhard.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2873.

    Full description at Econpapers || Download paper

  42. Accuracy of Deterministic Extended-Path Solution Methods for Dynamic Stochastic Optimization Problems in Macroeconomics. (2009). Love, David ; David R. F. Love, .
    In: Working Papers.
    RePEc:brk:wpaper:0907.

    Full description at Econpapers || Download paper

  43. Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality. (2008). Krätzig, Markus ; Winschel, Viktor ; Kratzig, Markus.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-018.

    Full description at Econpapers || Download paper

  44. A generalization of the endogenous grid method. (2007). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2698-2712.

    Full description at Econpapers || Download paper

  45. On the accuracy of low-order projection methods. (2007). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:50:p:1-8.

    Full description at Econpapers || Download paper

  46. How Structural Are Structural Parameters?. (2007). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:843644000000000057.

    Full description at Econpapers || Download paper

  47. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:8:y:2006:i:1:agenda.

    Full description at Econpapers || Download paper

  48. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0321.

    Full description at Econpapers || Download paper

  49. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5513.

    Full description at Econpapers || Download paper

  50. A Generalization of the Endogenous Grid Method. (2006). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001200.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 20:15:29 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.