An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model

This paper describes a new algorithm for solving a simple Sticky Information New Keynesian model using the methodology of Wang and Wen (2006). Impulse responses for demand and supply shock have been generated and analyzed intuitively. The strength of our algorithm lies in its analytical solution, which allow to uncover better intuition from the model.

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Year of publication:	2015-04-19
Authors:	Chattopadhyay, Siddhartha ; Agrawal, Manasi

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Chattopadhyay, Siddhartha and Agrawal, Manasi (2015): An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model.
Classification:	C22 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	BASE

Persistent link: https://www.econbiz.de/10015248653