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Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 26 checked references that resolve
resolves10.3386/w21838
Endogenous Volatility at the Zero Lower Bound: Implications for Stabilization Policy
resolves10.1016/j.jmoneco.2016.10.012
Some unpleasant properties of loglinearized solutions when the nominal rate is zero
resolves10.1093/restud/rds013
The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?
resolves10.1016/j.jmoneco.2018.04.004
Equilibrium selection, observability and backward-stable solutions
resolves10.2307/1912057
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
resolves10.1016/j.jedc.2015.03.007
The zero lower bound, the dual mandate, and unconventional dynamics
resolves10.1016/j.jedc.2014.01.013
Optimal interest-rate rules and inflation stabilization versus price-level stabilization
resolves10.1016/j.jmoneco.2014.08.005
OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
The 34 references without a DOI — listed, not checked
no DOI — not checkedThe Stochastic Extended Path Approach'. National Bank of Belgium. Angeletos, George-Marios & Chen Lian. 2021. 'Determinacy without the Taylor Principle
no DOI — not checkedThe Perils of Nominal Targets
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no DOI — not checkedA guide to getting started with DynareOBC is contained in Appendix A
no DOI — not checkedThe Pitfalls of Speed-Limit Interest Rate Rules at the Zero Lower Bound
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no DOI — not checkedUnderstanding the Great Recession'
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no DOI — not checkedDiscouraging Deviant Behavior in Monetary Economics
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no DOI — not checkedLinear Complementarity Problem
no DOI — not checkedThe Linear Complementarity Problem
no DOI — not checkedHow to Escape a Liquidity Trap with Interest Rate Rules
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no DOI — not checkedMinimal State Variable Solutions to Markov-Switching Rational Expectations Models'
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no DOI — not checkedDoes Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the
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no DOI — not checkedComputation of Solutions to Dynamic Models with Occasionally Binding Constraints
no DOI — not checkedEfficient Simulation of DSGE Models with Inequality Constraints
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no DOI — not checkedAnticipated Alternative Policy Rate Paths in Policy Simulations
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no DOI — not checkedExpectations-Driven Liquidity Traps: Implications for Monetary and Fiscal Policy'
no DOI — not checkedOptimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate
no DOI — not checkedThe Zero Lower Bound: Frequency, Duration, and Numerical Convergence'. The B.E
no DOI — not checkedA Conference Honoring the Contributions of Charles Plosser to Economics
no DOI — not checkedA Partition Theorem for Euclidean N-Space
no DOI — not checkedThe Making Of A Great Contraction With A Liquidity Trap and A Jobless Recovery'. NBER Working Paper Series No. 18544. Smets, Frank & Rafael Wouters
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