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Bibliography

  • Raouf Boucekkine. 1995. “An alternative methodology for solving nonlinear forward-looking models”. 711-734. Journal of Economic Dynamics and Control. 19.

  • Fabrice Collard and Michel Juillard. 2001. “Accuracy of stochastic perturbation methods: The case of asset pricing models”. 979-999. Journal of Economic Dynamics and Control. 25.

  • Jesus Fernandez-Villaverde and Juan Rubio-Ramirez. 2004. “Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach”. 153-187. Journal of Econometrics. 123.

  • Michel Juillard. 2001. “A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Non-Linear Phillips Curve”. 125-139. Computational Economics. 17.

  • Ray Fair and John Taylor. 1983. “Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectation Models”. 1169-1185. Econometrica. 51.

  • Kenneth Judd. 1996. “Approximation, Perturbation, and Projection Methods in Economic Analysis”. 511-585. Hans Amman, David Kendrick, and John Rust. Handbook of Computational Economics. 1996. North Holland Press.

  • Peter Ireland. 2004. “A Method for Taking Models to the Data”. 1205-26. Journal of Economic Dynamics and Control. 28.

  • Michel Juillard. 1996. Dynare: A program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm. CEPREMAP. Couverture Orange. 9602.

  • Jean-Pierre Laffargue. “Résolution d'un modèle macroéconomique avec anticipations rationnelles”. 1990. 97-119. Annales d'Economie et Statistique. 17.

  • Thomas Lubik. Frank Schorfheide. 2003. Do Central Banks Target Exchange Rates? A Structural Investigation. University of Pennsylvania.

  • Pau Rabanal and Juan Rubio-Ramirez. 2002. Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach.

  • Frank Schorfheide. 2000. 645-70. “Loss Function-based evaluation of DSGE models”. Journal of Applied Econometrics. 15.

  • Stephanie Schmitt-Grohe and Martin Uribe. 2002. Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function. Rutgers Univsersity.

  • Frank Smets and Rafael Wouters. 2002. An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area. European Central Bank. ECB Working Paper. 171.