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Can we Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
In: MPRA Paper.
RePEc:pra:mprapa:76831.

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  1. Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:213930.

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  2. A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:205240.

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  3. A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, .
    In: MPRA Paper.
    RePEc:pra:mprapa:98654.

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  4. A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: PSE Working Papers.
    RePEc:hal:psewpa:hal-01577606.

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  5. A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00579.

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  6. A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: EconStor Preprints.
    RePEc:zbw:esprep:168031.

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  7. Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: EconStor Preprints.
    RePEc:zbw:esprep:158001.

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  8. Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Kirsten, Ralf .
    In: MPRA Paper.
    RePEc:pra:mprapa:79244.

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References

References cited by this document

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Cocites

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  2. Can we Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: MPRA Paper.
    RePEc:pra:mprapa:76831.

    Full description at Econpapers || Download paper

  3. Can We Identify the Feds Preferences?. (2017). Chatelain, Jean-Bernard ; Ralf, Kirsten.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01549908.

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  4. Can We Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-01549908.

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  5. Computing DSGE Models with Recursive Preferences and Stochastic Volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
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  6. Expectations Traps and Monetary Policy with Limited Commitment. (2011). Kirsanova, Tatiana ; Himmels, Christoph.
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  7. Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria. (2010). Kirsanova, Tatiana ; Dennis, Richard.
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  10. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
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  11. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
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  17. Model uncertainty and monetary policy. (2007). Dennis, Richard.
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  18. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
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  49. Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems. (2000). Pesaran, M ; Binder, Michael.
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  51. Vector rational error correction. (1999). Tinsley, Peter ; Kozicki, Sharon.
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  52. Vector rational error correction. (1998). Tinsley, Peter ; Kozicki, Sharon.
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  53. Rational error correction. (1998). Tinsley, Peter.
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  54. Consumption vs. Production of Insurance. (1997). Philipson, Tomas ; Zanjani, George .
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