Search Results - subject:"Spectral methods"

Solving and analyzing DSGE models in the frequency domain

Meyer-Gohde, Alexander - 2024

I provide a solution method in the frequency domain for multivariate linear rational expectations models. The method works with the generalized Schur decomposition, providing a numerical implementation of the underlying analytic function solution methods suitable for standard DSGE estimation and...

Persistent link: https://www.econbiz.de/10015053559

Solving and analyzing DSGE models in the frequency domain

Meyer-Gohde, Alexander - 2024

Persistent link: https://www.econbiz.de/10015051533

Nonconvex low-rank tensor completion from noisy data

Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin - In: Operations research 70 (2022) 2, pp. 1219-1237

Persistent link: https://www.econbiz.de/10013365875

Graph signal processing techniques for analyzing aviation disruptions

Li, Max Z.; Gopalakrishnan, Karthik; Pantoja, Kristyn; … - In: Transportation science : a journal of the Institute for … 55 (2021) 3, pp. 553-573

Persistent link: https://www.econbiz.de/10012592785

Stability of equilibrium asset pricing models : a necessary and sufficient condition

Borovička, Jaroslav; Stachurski, John - In: Journal of economic theory 193 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012807236

Economic Cycles and Their Synchronization: A Survey of Spectral Properties

Sella, L.; Vivaldo, G.; Groth, A.; Ghil, M. - 2013

The present work applies several advanced spectral methods to the analysis of macroeconomic fluctuations in three … analysis in the time domain. The spectral methods discussed here are well established in the geosciences and life sciences, but …

Persistent link: https://www.econbiz.de/10010328677