Dynare Working Papers

  1. Benjamin Born, Johannes Pfeifer (2016), "The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg"
  2. Johannes Pfeifer (2016), "Macroeconomic Effects of Financial Shocks: Comment"
  3. Aliya Algozhina (2016), "Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy"
  4. Mihai Copaciu, Valeriu Nalban, Cristian Bulete (2015), "R.E.M. 2.0, An estimated DSGE model for Romania"
  5. Yuan Yang, Lu Wang (2015), "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models" (source)
  6. Tae-Seok Jang (2015), "Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality" (data)
  7. Ginters Buss (2015), "Search-and-matching frictions and labor market dynamics in Latvia" (source)
  8. Viktors Ajevskis (2015), "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path" (source)
  9. Tim Schwarzmüller, Maik H. Wolters (2015), "The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium"
  10. Ginters Buss (2015), "Financial frictions in a DSGE model for Latvia" (source)
  11. Iskrev Nikolay (2014), "Choosing the variables to estimate singular DSGE models: Comment" (source)
  12. Marcin Kolasa, Michał Rubaszek (2014), "Forecasting with DSGE models with financial frictions"
  13. Benjamin Born, Johannes Pfeifer (2014), "Risk Matters: A Comment"
  14. Jean-Paul Kimbambu Tsasa Vangu (2014), "Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique"
  15. William Tayler, Roy Zilberman (2014), "Macroprudential Regulation and the Role of Monetary Policy"
  16. Celso José Costa Junior, Armando Vaz Sampaio (2014), "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy" (source)
  17. Jeffrey Sheen, Ben Z. Wang (2014), "An Estimated Small Open Economy Model with Labour Market Frictions"
  18. Mariano Kulish, Adrian Pagan (2014), "Estimation and Solution of Models with Expectations and Structural Changes" (source)
  19. Rossana Merola (2014), "The role of financial frictions during the crisis: an estimated DSGE model" (source)
  20. Ivashchenko Sergey (2014), "Estimating nonlinear DSGE models with moments based methods" (source)
  21. Hui He, Kevin X. D. Huang, Sheng-Ti Hung (2014), "Are Recessions Good for Your Health? When Ruhm Meets GHH"
  22. Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner (2014), "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications"
  23. Tae-Seok Jang, Eiji Okano (2013), "Productivity shocks and monetary policy in a two-country model"
  24. Ichiro Muto, Nao Sudo, Shunichi Yoneyama (2013), "Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?"
  25. Michał Brzoza-Brzezina, Marcin Kolasa, Krzysztof Makarski (2013), "A penalty function approach to occasionally binding credit constraints"
  26. Simone Meier (2013), "Financial Globalization and Monetary Transmission"
  27. George Perendia, Chris Tsoukis (2012), "The Keynesian multiplier, news and fiscal policy rules in a DSGE model"
  28. Alessandro Flamini, Guido Ascari, Lorenza Rossi (2012), "Industrial Transformation, Heterogeneity in Price Stickiness, and the"
  29. Margarita Rubio, José A. Carrasco-Gallego (2012), "Macroprudential Measures, Housing Markets, and Monetary Policy"
  30. Guido Traficante (2012), "Uncertain potential output: implications for monetary policy in small"
  31. Paolo Gelain, Kevin J. Lansing, Caterina Mendicino (2012), "House Prices, Credit Growth, and Excess Volatility: Implications for"
  32. Federico Di Pace, Matthias S. Hertweck (2012), "Labour Market Frictions, Monetary Policy and Durable Goods"
  33. Christian Matthes, Francesca Rondina (2012), "Two-sided Learning in New Keynesian Models: Dynamics, (Lack of)"
  34. Cristina Fuentes-Albero (2012), "Financial Frictions, Financial Shocks, and Aggregate Volatility"
  35. Sébastien Villemot (2012), "Accelerating the resolution of sovereign debt models using an endogenous grid method" (source)
  36. Michal Andrle (2012), "Understanding DSGE Filters in Forecasting and Policy Analysis"
  37. Guillermo J. Escudé (2012), "A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes" (source)
  38. Hong Lan, Alexander Meyer-Gohde (2012), "Existence and Uniqueness of Perturbation Solutions in DSGE Models"
  39. Matthieu Charpe, Stefan Kühn (2012), "Bargaining, Aggregate Demand and Employment" (source)
  40. Christoph Görtz, John D. Tsoukalas (2012), "News and Financial Intermediation in Aggregate and Sectoral Fluctuations" (source)
  41. Fabio Verona, Maik H. Wolters (2012), "Sticky Information Models in Dynare" (source)
  42. Paul Levine, Joseph Pearlman (2011), "Computation of LQ Approximations to Optimal Policy Problems in Different"
  43. Cristiano Cantore, Paul Levine (2011), "Getting Normalization Right: Dealing with ‘Dimensional Constants’" (source)
  44. Michael Creel, Dennis Kristensen (2011), "Indirect Likelihood Inference" (source)
  45. Stéphane Adjemian, Antoine Devulder (2011), "Évaluation de la politique monétaire dans un modèle DSGE pour la" (source)
  46. Lilia Maliar, Serguei Maliar, Sébastien Villemot (2011), "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions" (source)
  47. Marcelo Ferman (2011), "Switching Monetary Policy Regimes and the Nominal Term Structure" (source)
  48. Tom Holden (2011), "Products, patents and productivity persistence: A DSGE model of" (source)
  49. Mariano Kulish, Callum Jones (2011), "A Graphical Representation of an Estimated DSGE Model" (source)
  50. Sébastien Villemot (2011), "Solving rational expectations models at first order: what Dynare does"
  51. Stéphane Adjemian, Houtan Bastani, Michel Juillard, Fréderic Karamé, Junior Maih, Ferhat Mihoubi, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot (2011), "Dynare: Reference Manual Version 4"