Article-Journal

Solving Linear DSGE Models with Bernoulli Methods
This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are compared using nearly …
Alexander Meyer-Gohde
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Solving linear DSGE models with Newton methods
This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that …
Alexander Meyer-Gohde, Johanna Saecker
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The Digital Euro - Advantages and Risks of a Central Bank Digital Currency / Der digitale Euro - Chancen und Risiken einer digitalen Notenbankwährung
Central banks including the ECB have moved forward with plans concerning a central bank digital currency (CBDC) to be made available to …
Roland Broemel, Alexander Meyer-Gohde, Volker Wieland
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(Un)expected monetary policy shocks and term premia
The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. …
Martin Kliem, Alexander Meyer-Gohde
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(Un)expected monetary policy shocks and term premia
Generalized entropy and model uncertainty
I provide a model uncertainty foundation to the power certainty equivalent of Epstein-Zin-Weil risk sensitive preferences (EZ), …
Alexander Meyer-Gohde
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Decoupling nominal and real rigidities
We revisit Ball and Romer’s (1990) canonical model of price setting with menu costs that exhibits multiple equilibria. We show …
Philipp J. König, Alexander Meyer-Gohde
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
We derive recursive solutions to linearized DSGE models with VARMA exogenous driving forces of arbitrary order without inflating the …
Alexander Meyer-Gohde, Daniel Neuhoff
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Solvability of perturbation solutions in DSGE models
We prove that the undetermined Taylor series coefficients of local approximations to the policy function of arbitrary order in a wide …
Hong Lan, Alexander Meyer-Gohde
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Solving DSGE models with a nonlinear moving average
We propose a nonlinear infinite moving average as an alternative to the standard state space policy function for solving nonlinear DSGE …
Hong Lan, Alexander Meyer-Gohde
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Linear rational-expectations models with lagged expectations: A synthetic method
This paper contains a solution and an estimation method for linear rational-expectations models with lagged expectations. The solution …
Alexander Meyer-Gohde
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