Publications

(2024). Solving linear DSGE models with Newton methods. Economic Modelling.

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(2022). Generalized Exogenous Processes in DSGE - A Bayesian Approach. IMFS Working Paper Series.

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(2022). Estimation and forecasting using mixed-frequency DSGE models. IMFS Working Paper Series.

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(2022). (Un)expected monetary policy shocks and term premia. Journal of Applied Econometrics.

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(2019). Generalized entropy and model uncertainty. Journal of Economic Theory.

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(2017). Decoupling nominal and real rigidities. Economics Letters.

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(2014). Solvability of perturbation solutions in DSGE models. Journal of Economic Dynamics and Control.

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(2013). Solving DSGE models with a nonlinear moving average. Journal of Economic Dynamics and Control.

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(2010). Linear rational-expectations models with lagged expectations: A synthetic method. Journal of Economic Dynamics and Control.

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