discrete time DSGE models. We derive the perturbation using a matrix calculus that preserves linear algebraic structures to … is independent of terms first order in the perturbation parameter, and relax the assumptions needed for the local … existence theorem of perturbation solutions. …

solving nonlinear DSGE models. Perturbation of the nonlinear moving average policy function provides a direct mapping from a …

standard perturbation output. I examine the joint macroeconomic and asset pricing implications of a real business cycle model …

The standard approach to solving linear DSGE models is to apply the QZ method. It is a one-shot algorithm that leaves …

linear dynamic stochastic general equilibrium (DSGE) models when there is insufficient eigenvalue separation about the unit …

quadratic that underlies the recursive solution of linear DSGE models. The methods are compared using nearly 100 different … solving DSGE models, providing higher accuracy as measured by the forward error of the solution at a comparable computation …

solution of linear DSGE models. We present and compare two Structure-Preserving Doubling Algorithms (SDAs) to other competing …

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are … methods compare favorably in solving DSGE models to the QZ, providing similar accuracy as measured by the forward error of the …

discrete time DSGE models. We derive the perturbation using a matrix calculus that preserves linear algebraic structures to … existence theorem of perturbation solutions. -- Perturbation ; matrix calculus ; DSGE ; solution methods ; Bézout theorem … is independent of terms first order in the perturbation parameter, and relax the assumptions needed for the local …

standard perturbation output. I examine the joint macroeconomic and asset pricing implications of a real business cycle model …