Alexander Meyer-Gohde
Alexander Meyer-Gohde
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Bayesian Estimation
(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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Risk-Sensitive Linear Approximations
I construct risk-sensitive approximations of policy functions of DSGE models around the stochastic steady state and ergodic mean that …
Alexander Meyer-Gohde
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SFB 649 Working Paper (earlier version))
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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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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