Alexander Meyer-Gohde
Alexander Meyer-Gohde
About me
Publications
Teaching
Activities
Experience
Contact
CV
Light
Dark
Automatic
Nonlinear
Pruning in DSGE Models - Theoretical Foundations and Comparisons
We study the rationale and performance of DSGE perturbations that are pruned to guarantee stable simulations. We provide theoretical …
Hong Lan
,
Alexander Meyer-Gohde
PDF
Cite
Code
SFB Working Paper Series (earlier version)
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
Cite
DOI
Decomposing Risk in Dynamic Stochastic General Equilibrium
We analyze the theoretical moments of a nonlinear approximation to real business cycle model with stochastic volatility and recursive …
Hong Lan
,
Alexander Meyer-Gohde
PDF
Cite
Code
SFB Working Paper Series (earlier version)
Cite
×