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  • Search: subject:"First-order perturbation"
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Year of publication
Subject
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Occasionally binding constraints 4 DSGE models 3 First-order perturbation 3 Regime shifts 3 DSGE model 2 DSGE-Modell 2 Markov chain 2 Markov-Kette 2 Bruttoinlandsprodukt 1 Dynamic equilibrium 1 Dynamische Wirtschaftstheorie 1 Dynamisches Gleichgewicht 1 Economic dynamics 1 Effective lower bound 1 Geldpolitik 1 Gross domestic product 1 Inflation targeting 1 Inflationssteuerung 1 Interest rate 1 Interest rate policy 1 Low-interest-rate policy 1 Monetary policy 1 Niedrigzinspolitik 1 Nominal GDP target 1 Nominal interest rate 1 Nominalzins 1 Regelbindung versus Diskretion 1 Rules versus discretion 1 Schock 1 Shock 1 Simple policy rules 1 Theorie 1 Theory 1 Zins 1 Zinspolitik 1 first-order perturbation 1 regime shifts 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 2
Author
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Guerrieri, Luca 3 Iacoviello, Matteo 3 Eggertsson, Gauti B. 1 Egiev, Sergey K. 1 Lin, Alessandro 1 Platzer, Josef 1 Riva, Luca 1
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Institution
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Federal Reserve Board (Board of Governors of the Federal Reserve System) 1
Published in...
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Finance and Economics Discussion Series 1 Journal of Monetary Economics 1 Journal of monetary economics 1 Review of economic dynamics 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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A toolkit for solving models with a lower bound on interest rates of stochastic duration
Eggertsson, Gauti B.; Egiev, Sergey K.; Lin, Alessandro; … - In: Review of economic dynamics 41 (2021), pp. 121-173
Persistent link: https://www.econbiz.de/10012872943
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OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily
Guerrieri, Luca; Iacoviello, Matteo - Federal Reserve Board (Board of Governors of the … - 2014
We describe how to adapt a first-order perturbation approach and apply it in a piecewise fashion to handle occasionally …
Persistent link: https://www.econbiz.de/10010798454
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Cover Image
OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
Guerrieri, Luca; Iacoviello, Matteo - In: Journal of Monetary Economics 70 (2015) C, pp. 22-38
The toolkit adapts a first-order perturbation approach and applies it in a piecewise fashion to solve dynamic models …
Persistent link: https://www.econbiz.de/10011208565
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Cover Image
OccBin : a toolkit for solving dynamic models with occasionally binding constraints easily
Guerrieri, Luca; Iacoviello, Matteo - In: Journal of monetary economics 70 (2015), pp. 22-38
Persistent link: https://www.econbiz.de/10011381121
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