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  • Search: subject:"New-Keynesian macroeconometrics"
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Year of publication
Subject
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Bifurcation 7 Hopf bifurcation 7 New Keynesian macroeconometrics 6 Euler equations 4 dynamic general equilibrium 4 Bergstrom-Wymer model 3 Taylor rule 3 Pareto optimality 2 flip bifurcation 2 inference 2 inflation targeting 2 period doubling bifurcation 2 robustness 2 Bergstrom–Wymer model 1 Dynamic general equilibrium 1 Flip bifurcation 1 Inflation targeting 1 New-Keynesian macroeconometrics 1 Period doubling bifurcation 1 Robustness 1
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Online availability
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Free 5 Undetermined 2
Type of publication
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Book / Working Paper 5 Article 2
Language
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Undetermined 5 English 2
Author
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Barnett, William A. 4 Barnett, William 3 Duzhak, Evgeniya Aleksandrovna 3 Duzhak, Evgeniya 2 Duzhak, Evgeniya A. 2
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics, University of Kansas 2
Published in...
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MPRA Paper 3 WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 2 Economic Theory 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 7
Showing 1 - 7 of 7
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Empirical Assessment of Bifurcation Regions within New Keynesian Models
Barnett, William; Duzhak, Evgeniya Aleksandrovna - Department of Economics, University of Kansas - 2008
Keynesian macroeconometrics, Taylor rule, inflation targeting. JEL Codes: C14, C22, E37, E32. * Department of …: Bifurcation, dynamic general equilibrium, Hopf bifurcation, flip bifurcation, period doubling bifurcation, robustness, New …
Persistent link: https://www.econbiz.de/10005057407
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Empirical assessment of bifurcation regions within new Keynesian models
Barnett, William A.; Duzhak, Evgeniya A. - Volkswirtschaftliche Fakultät, … - 2008
As is well known in systems theory, the parameter space of most dynamic models is stratified into subsets, each of which supports a different kind of dynamic solution. Since we do not know the parameters with certainty, knowledge of the location of the bifurcation boundaries is of fundamental...
Persistent link: https://www.econbiz.de/10005836692
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Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions
Barnett, William A.; Duzhak, Evgeniya Aleksandrovna - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 15, pp. 3817-3825
Grandmont [J.M. Grandmont, On endogenous competitive business cycles, Econometrica 53 (1985) 995–1045] found that the parameter space of the most classical dynamic models is stratified into an infinite number of subsets supporting an infinite number of different kinds of dynamics, from...
Persistent link: https://www.econbiz.de/10010872967
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Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
Barnett, William A.; Duzhak, Evgeniya A. - Volkswirtschaftliche Fakultät, … - 2007
Grandmont (1985) found that the parameter space of the most classical dynamic models are stratified into an infinite number of subsets supporting an infinite number of different kinds of dynamics, from monotonic stability at one extreme to chaos at the other extreme, and with many forms of...
Persistent link: https://www.econbiz.de/10005617012
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Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
Barnett, William; Duzhak, Evgeniya Aleksandrovna - Department of Economics, University of Kansas - 2006
. . Keywords: Bifurcation, Hopf bifurcation, Euler equations, New Keynesian macroeconometrics, Bergstrom-Wymer model. 1 …
Persistent link: https://www.econbiz.de/10005106594
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Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
Barnett, William A.; Duzhak, Evgeniya - Volkswirtschaftliche Fakultät, … - 2006
Grandmont (1985) found that the parameter space of the most classical dynamic models are stratified into an infinite number of subsets supporting an infinite number of different kinds of dynamics, from monotonic stability at one extreme to chaos at the other extreme, and with all forms of...
Persistent link: https://www.econbiz.de/10005837359
Saved in:
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Empirical assessment of bifurcation regions within New Keynesian models
Barnett, William; Duzhak, Evgeniya - In: Economic Theory 45 (2010) 1, pp. 99-128
Persistent link: https://www.econbiz.de/10008673888
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