On the public citation graph

Existence and Uniqueness of Perturbation Solutions to DSGE Models

0 signed · 61 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/wics.1206openalex-snapshot

Computational Statistics (Journal)

inferredcites →https://doi.org/10.1007/978-1-4614-7750-1_54openalex-snapshot

Quantile Regression in Risk Calibration

inferredcites →https://doi.org/10.1007/s00148-012-0408-xopenalex-snapshot

Total work and gender: facts and possible explanations

inferredcites →https://doi.org/10.1007/s00180-014-0505-2openalex-snapshot

Dynamic activity analysis model-based win-win development forecasting under environment regulations in China

inferredcites →https://doi.org/10.1007/s10614-005-6280-yopenalex-snapshot

Solving SDGE Models: A New Algorithm for the Sylvester Equation

inferredcites →https://doi.org/10.1016/b978-0-12-804452-0.09998-xopenalex-snapshot

Introduction to linear algebra

inferredcites →https://doi.org/10.1016/c2013-0-01959-7openalex-snapshot

Lambda-Matrices and Vibrating Systems

inferredcites →https://doi.org/10.1016/j.jedc.2005.10.004openalex-snapshot

Computing second-order-accurate solutions for rational expectation models using linear solution methods

inferredcites →https://doi.org/10.1016/j.jedc.2008.02.003openalex-snapshot

Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models

inferredcites →https://doi.org/10.1016/j.jedc.2010.09.007openalex-snapshot

The forward method as a solution refinement in rational expectations models

inferredcites →https://doi.org/10.1016/j.jedc.2010.09.012openalex-snapshot

Solving the multi-country Real Business Cycle model using a perturbation method

inferredcites →https://doi.org/10.1016/j.jedc.2010.10.006openalex-snapshot

Second-order approximation of dynamic models without the use of tensors

inferredcites →https://doi.org/10.1016/j.jedc.2013.06.014openalex-snapshot

Solving DSGE models with a nonlinear moving average

inferredcites →https://doi.org/10.1016/j.jfa.2012.08.012openalex-snapshot

A Donsker theorem for Lévy measures

inferredcites →https://doi.org/10.1016/j.red.2011.08.001openalex-snapshot

On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models

inferredcites →https://doi.org/10.1016/s0024-3795(87)90314-4openalex-snapshot

The solution of the matrix equations AXB−CXD=E AND (YA−DZ,YC−BZ)=(E,F)

inferredcites →https://doi.org/10.1016/s0165-1889(03)00043-5openalex-snapshot

Solving dynamic general equilibrium models using a second-order approximation to the policy function

inferredcites →https://doi.org/10.1016/s0165-1889(97)00015-8openalex-snapshot

Asymptotic methods for aggregate growth models

inferredcites →https://doi.org/10.1016/s0165-1889(99)00045-7openalex-snapshot

Using the generalized Schur form to solve a multivariate linear rational expectations model

inferredcites →https://doi.org/10.1017/s0266466600006307openalex-snapshot

Multivariate Linear Rational Expectations Models

inferredcites →https://doi.org/10.1017/s1365100597002022openalex-snapshot

SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS

inferredcites →https://doi.org/10.1023/a:1020517101123openalex-snapshot

Solving Linear Rational Expectations Models

inferredcites →https://doi.org/10.1023/a:1020576911923openalex-snapshot

System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations

inferredcites →https://doi.org/10.1080/09638180.2012.718487openalex-snapshot

Intended and Unintended Consequences of Mandatory IFRS Adoption: A Review of Extant Evidence and Suggestions for Future Research

inferredcites →https://doi.org/10.1093/0199248273.003.0003openalex-snapshot

A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily

inferredcites →https://doi.org/10.1093/imanum/20.4.499openalex-snapshot

Numerical analysis of a quadratic matrix equation

inferredcites →https://doi.org/10.1137/0713065openalex-snapshot

The Algebraic Theory of Matrix Polynomials

inferredcites →https://doi.org/10.1137/0902014openalex-snapshot

Numerical Solution of a Quadratic Matrix Equation

inferredcites →https://doi.org/10.1137/1015034openalex-snapshot

Matrix Calculus Operations and Taylor Expansions

inferredcites →https://doi.org/10.1137/s0036144500381988openalex-snapshot

The Quadratic Eigenvalue Problem

inferredcites →https://doi.org/10.1137/s0895479899350976openalex-snapshot

Solving a Quadratic Matrix Equation by Newton's Method with Exact Line Searches

inferredcites →https://doi.org/10.1214/aos/1176344621openalex-snapshot

The Commutation Matrix: Some Properties and Applications

inferredcites →https://doi.org/10.1257/aer.101.3.398openalex-snapshot

The Risky Steady State

inferredcites →https://doi.org/10.1257/aer.101.6.2530openalex-snapshot

Risk Matters: The Real Effects of Volatility Shocks

inferredcites →https://doi.org/10.1257/mac.4.1.105openalex-snapshot

The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

inferredcites →https://doi.org/10.18452/4384openalex-snapshot

Comparability Effects of Mandatory IFRS Adoption

inferredcites →https://doi.org/10.18452/4385openalex-snapshot

Fair Value Reclassifications of Financial Assets during the Financial Crisis

inferredcites →https://doi.org/10.18452/4388openalex-snapshot

The Polarization of Employment in German Local Labor Markets

inferredcites →https://doi.org/10.21034/dp.101openalex-snapshot

A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily

inferredcites →https://doi.org/10.21034/sr.198openalex-snapshot

On the Mechanics of Forming and Estimating Dynamic Linear Economies

inferredcites →https://doi.org/10.2139/ssrn.1699759openalex-snapshot

On Approximating DSGE Models by Series Expansions

inferredcites →https://doi.org/10.2139/ssrn.2004231openalex-snapshot

On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements

inferredcites →https://doi.org/10.2139/ssrn.2020727openalex-snapshot

Does Basel II Pillar 3 Risk Exposure Data Help to Identify Risky Banks?

inferredcites →https://doi.org/10.2139/ssrn.2894223openalex-snapshot

HMM in Dynamic HAC Models

inferredcites →https://doi.org/10.2139/ssrn.892369openalex-snapshot

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

inferredcites →https://doi.org/10.2307/1912186openalex-snapshot

The Solution of Linear Difference Models under Rational Expectations

inferredcites →https://doi.org/10.2307/2527350openalex-snapshot

The Solution of Singular Linear Difference Systems under Rational Expectations

inferredcites →https://doi.org/10.2307/2531754openalex-snapshot

Matrix Differential Calculus with Applications in Statistics and Econometrics.

inferredcites →https://doi.org/10.3386/w0684openalex-snapshot

On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective

inferredcites →https://doi.org/10.56021/9781421407944openalex-snapshot

Matrix Computations

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/s11573-016-0840-6openalex-snapshot

Does umbrella branding really work? Investigating cross-category brand loyalty

inferred← citeshttps://doi.org/10.1016/j.jedc.2013.06.014openalex-snapshot

Solving DSGE models with a nonlinear moving average

inferred← citeshttps://doi.org/10.1016/j.jedc.2014.06.005openalex-snapshot

Solvability of perturbation solutions in DSGE models

inferred← citeshttps://doi.org/10.1016/j.jedc.2022.104312openalex-snapshot

A reconsideration of money growth rules

inferred← citeshttps://doi.org/10.1093/oxfordhb/9780199857944.013.007openalex-snapshot

Additive Models

inferred← citeshttps://doi.org/10.18452/4391openalex-snapshot

Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes

inferred← citeshttps://doi.org/10.18452/4408openalex-snapshot

Correlated Trades and Herd Behavior in the Stock Market

inferred← citeshttps://doi.org/10.18452/4410openalex-snapshot

Do Japanese Stock Prices Reflect Macro Fundamentals?

inferred← citeshttps://doi.org/10.18452/4412openalex-snapshot

Volatility of price indices for heterogeneous goods

inferred← citeshttps://doi.org/10.18452/4430openalex-snapshot

Short-Term Managerial Contracts and Cartels

inferred← citeshttps://doi.org/10.18452/4440openalex-snapshot

Can the market forecast the weather better than meteorologists?

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.