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Contents of the series

List of the papers published in the Dynare Working Papers series, with full text and source code

#51: Benjamin Born, Johannes Pfeifer (2016), “The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg”
#50: Johannes Pfeifer (2016), “Macroeconomic Effects of Financial Shocks: Comment”
#49: Aliya Algozhina (2016), “Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy”
#48: Mihai Copaciu, Valeriu Nalban and Cristian Bulete (2015), “R.E.M. 2.0, An estimated DSGE model for Romania”
#47: Yuan Yang, Lu Wang (2015), “An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models” (source code)
#46: Tae-Seok Jang (2015), “Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality” (data)
#45: Ginters Buss (2015), “Search-and-matching frictions and labor market dynamics in Latvia” (source code)
#44: Viktors Ajevskis (2015), “Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path” (source code)
#43: Tim Schwarzmüller, Maik H. Wolters (2015), “The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium”
#42: Ginters Buss (2015), “Financial frictions in a DSGE model for Latvia” (source code)
#41: Nikolay Iskrev (2014), “Choosing the variables to estimate singular DSGE models: Comment” (source code)
#40: Marcin Kolasa, Michał Rubaszek (2014), “Forecasting with DSGE models with financial frictions”
#39: Benjamin Born, Johannes Pfeifer (2014), “Risk Matters: A Comment”
#38: Jean-Paul Kimbambu Tsasa Vangu (2014), “Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique”
#37: William Tayler, Roy Zilberman (2014), “Macroprudential Regulation and the Role of Monetary Policy”
#36: Celso José Costa Junior, Armando Vaz Sampaio (2014), “Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy” (source code)
#35: Jeffrey Sheen, Ben Z. Wang (2014), “An Estimated Small Open Economy Model with Labour Market Frictions”
#34: Mariano Kulish, Adrian Pagan (2014), “Estimation and Solution of Models with Expectations and Structural Changes” (source code)
#33: Rossana Merola (2014), “The role of financial frictions during the crisis: an estimated DSGE model” (source code)
#32: Ivashchenko Sergey (2014), “Estimating nonlinear DSGE models with moments based methods” (source code)
#31: Hui He, Kevin X. D. Huang, Sheng-Ti Hung (2014), “Are Recessions Good for Your Health? When Ruhm Meets GHH”
#30: Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner (2014), “Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications”
#29: Tae-Seok Jang, Eiji Okano (2013), “Productivity shocks and monetary policy in a two-country model”
#28: Ichiro Muto, Nao Sudo, Shunichi Yoneyama (2013), “Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?”
#27: Michał Brzoza-Brzezina, Marcin Kolasa, Krzysztof Makarski (2013), “A penalty function approach to occasionally binding credit constraints”
#26: Simone Meier (2013), “Financial Globalization and Monetary Transmission”
#25: George Perendia, Chris Tsoukis (2012), “The Keynesian multiplier, news and fiscal policy rules in a DSGE model”
#24: Alessandro Flamini, Guido Ascari, Lorenza Rossi (2012), “Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation”
#23: Margarita Rubio, José A. Carrasco-Gallego (2012), “Macroprudential Measures, Housing Markets, and Monetary Policy”
#22: Guido Traficante (2012), “Uncertain potential output: implications for monetary policy in small open economy”
#21: Paolo Gelain, Kevin J. Lansing, Caterina Mendicino (2012), “House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy”
#20: Federico Di Pace, Matthias S. Hertweck (2012), “Labour Market Frictions, Monetary Policy and Durable Goods”
#19: Christian Matthes, Francesca Rondina (2012), “Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information”
#18: Cristina Fuentes-Albero (2012), “Financial Frictions, Financial Shocks, and Aggregate Volatility”
#17: Sébastien Villemot (2012), “Accelerating the resolution of sovereign debt models using an endogenous grid method” (source code)
#16: Michal Andrle (2012), “Understanding DSGE Filters in Forecasting and Policy Analysis”
#15: Guillermo J. Escudé (2012), “A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes” (source code)
#14: Hong Lan, Alexander Meyer-Gohde (2012), “Existence and Uniqueness of Perturbation Solutions in DSGE Models”
#13: Matthieu Charpe, Stefan Kühn (2012), “Bargaining, Aggregate Demand and Employment” (source code)
#12: Christoph Görtz, John D. Tsoukalas (2012), “News and Financial Intermediation in Aggregate and Sectoral Fluctuations” (source code)
#11: Fabio Verona, Maik H. Wolters (2012), “Sticky Information Models in Dynare” (source code)
#10: Paul Levine, Joseph Pearlman (2011), “Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints”
#9: Cristiano Cantore, Paul Levine (2011), “Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics” (source code)
#8: Michael Creel, Dennis Kristensen (2011), “Indirect Likelihood Inference” (source code)
#7: Stéphane Adjemian, Antoine Devulder (2011), “Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro” (source code)
#6: Lilia Maliar, Serguei Maliar, Sébastien Villemot (2011), “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions” (source code)
#5: Marcelo Ferman (2011), “Switching Monetary Policy Regimes and the Nominal Term Structure” (source code)
#4: Tom Holden (2011), “Products, patents and productivity persistence: A DSGE model of endogenous growth” (source code)
#3: Mariano Kulish, Callum Jones (2011), “A Graphical Representation of an Estimated DSGE Model” (source code)
#2: Sébastien Villemot (2011), “Solving rational expectations models at first order: what Dynare does”
#1: Stéphane Adjemian, Houtan Bastani, Michel Juillard, Ferhat Mihoubi, George Perendia, Marco Ratto, Sébastien Villemot (2011), “Dynare: Reference Manual, Version 4”