Central Bank Research Hub - JEL classification C63: Computational Techniques; Simulation Modeling

Title Author(s)

Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined Coefficients

St Louis Fed Working Papers [View] (Paper: 2006-003, 03.03.2006)

JEL: C63, C68, E30, E40

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

San Francisco Fed Working Papers [View] (Paper: 2006-01, 02.02.2006)

JEL: C61, C63, E37

Markov Perfect Industry Dynamics with Many Firms

San Francisco Fed Working Papers [View] (Paper: 2005-23, 02.12.2005)

JEL: C63, C73, L11, L13

The forecast ability of risk-neutral densities of foreign exchange

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/05, 25.11.2005)

JEL: C52, C63, F31, F47

Estimating Elasticities for U.S. Trade in Services

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0836, 01.08.2005)

JEL: C52, C63, C87, F17, F32

Computing second-order-accurate solutions for rational expectation models using linear solution methods

European Central Bank Working papers [View] (Paper: 0487, 25.05.2005)

JEL: C63, E0

Convergence Properties of the Likelihood of Computed Dynamic Models

Atlanta Fed Working papers [View] (Paper: 2004-27, 18.11.2004)

JEL: C63, C68, E37

Optimal monetary policy under discretion with a zero bound on nominal interest rates

European Central Bank Working papers [View] (Paper: 0380, 07.08.2004)

JEL: C63, E31, E52

Optimal monetary policy under commitment with a zero bound on nominal interest rates

European Central Bank Working papers [View] (Paper: 0377, 28.07.2004)

JEL: C63, E31, E52

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