Uhlig Toolkit

A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily. Chapter 3 provides a toolkit for solving such nonlinear dynamic discrete-time stochastic models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients. This chapter comes with an extensive and well documented library of Matlab programs, which can be downloaded in a self-extracting zip-file. Read the readme.m file


References in zbMATH (referenced in 50 articles )

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  1. Hatcher, Michael: Solving linear rational expectations models in the presence of structural change: some extensions (2022)
  2. Cho, Seonghoon: Determinacy and classification of Markov-switching rational expectations models (2021)
  3. Khalaf, Lynda; Lin, Zhenjiang: Projection-based inference with particle swarm optimization (2021)
  4. Komunjer, Ivana; Zhu, Yinchu: Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (2020)
  5. McClung, Nigel: E-stability vis-à-vis determinacy in regime-switching models (2020)
  6. Fehrle, Daniel: Housing and the business cycle revisited (2019)
  7. Cardon, James H.; Eide, Eric R.; Phillips, Kerk L.; Showalter, Mark H.: A model of sleep, leisure and work over the business cycle (2018)
  8. Kocięcki, Andrzej; Kolasa, Marcin: Global identification of linearized DSGE models (2018)
  9. Levintal, Oren: Fifth-order perturbation solution to DSGE models (2017)
  10. Atıcı, Ferhan M.; Cheng, Gang; Lebedinsky, Alex: A nonlinear stochastic growth model on discrete time domains (2016)
  11. Elias, Christopher J.: Asset pricing with expectation shocks (2016)
  12. Farmer, Roger E. A.; Khramov, Vadim; Nicolò, Giovanni: Solving and estimating indeterminate DSGE models (2015)
  13. Hsu, Alex; Palomino, Francisco: A simple nonnegative process for equilibrium models (2015)
  14. Meyer-Gohde, Alexander; Neuhoff, Daniel: Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (2015)
  15. Tan, Fei; Walker, Todd B.: Solving generalized multivariate linear rational expectations models (2015)
  16. Lan, Hong; Meyer-Gohde, Alexander: Solvability of perturbation solutions in DSGE models (2014)
  17. Franchi, Massimo; Vidotto, Anna: A check for finite order VAR representations of DSGE models (2013)
  18. Hernandez, Kolver: A system reduction method to efficiently solve DSGE models (2013)
  19. Lan, Hong; Meyer-Gohde, Alexander: Solving DSGE models with a nonlinear moving average (2013)
  20. Algan, Yann; Challe, Edouard; Ragot, Xavier: Incomplete markets and the output-inflation tradeoff (2011)

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