Discussion paper DP13071 Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods Christian Bayer Ralph Luetticke 24 Jul 2018 Monetary Economics and Fluctuations C63 E32
Discussion paper DP12890 A Practical Guide to Parallelization in Economics Jesús Fernández-Villaverde 23 Apr 2018 Monetary Economics and Fluctuations C63 C68 E37
Discussion paper DP12262 Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Robert Kollmann 31 Aug 2017 International Macroeconomics and Finance C51 C63 C68 E37
Discussion paper DP12130 A Generalized Approach to Indeterminacy in Linear Rational Expectations Models Francesco Bianchi Giovanni Nicolo 4 Jul 2017 International Macroeconomics and Finance Monetary Economics and Fluctuations C19 C51 C62 C63
Discussion paper DP11329 Macro, Money and Finance: A Continuous Time Approach Markus Brunnermeier Yuliy Sannikov 15 Jun 2016 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C63 E32 E41 E44 E51 G01 G11 G20
Discussion paper DP11115 Solution Methods for Models with Rare Disasters Jesús Fernández-Villaverde Oren Levintal 14 Feb 2016 Monetary Economics and Fluctuations C63 C68 E32 E37 E44 G12
Discussion paper DP11032 Solution and Estimation Methods for DSGE Models Juan Francisco Rubio-Ramírez Frank Schorfheide Jesús Fernández-Villaverde 27 Dec 2015 Monetary Economics and Fluctuations C11 C13 C32 C52 C61 C63 E32 E52
Discussion paper DP10999 Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models Wouter Den Haan Pontus Rendahl Michal Kobielarz 20 Dec 2015 Monetary Economics and Fluctuations C63 E10 E23 F41
Discussion paper DP10918 Systemic Loops and Liquidity Regulation Ester Faia Inaki Aldasoro 1 Nov 2015 Financial Economics International Macroeconomics C63 D85 G21 G28 L14
Discussion paper DP10540 Bank Networks: Contagion, Systemic Risk and Prudential Policy Ester Faia Inaki Aldasoro 12 Apr 2015 Financial Economics International Macroeconomics C63 D85 G21 G28 L14
Discussion paper DP10411 Industry location and wages: The role of market size and accessibility in trading networks Kristian Behrens 8 Feb 2015 International Trade and Regional Economics C63 F12 R12
Discussion paper DP10385 A Welfare Assessment of Revenue Management Systems Marc Ivaldi Jerome Pouyet 1 Feb 2015 Industrial Organization C63 R41