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Details about Alexander Meyer-Gohde

E-mail:
Homepage:https://www.meyer-gohde.com/
Workplace:Abteilung Geld und Währung (Department of Money and Macroeconomics), Fachbereich Wirtschaftswissenschaft (Faculty of Economics and Business Administration), Goethe Universität Frankfurt am Main (Goethe University Frankfurt), (more information at EDIRC)
Fachbereich Volkswirtschaftslehre (Department of Economics), Universität Hamburg (University of Hamburg), (more information at EDIRC)
Institut für Wirtschaftstheorie II (Institute for Economic Theory II), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Alexander Meyer-Gohde.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pme248

Jump to Journal Articles Software Items

Working Papers

2025

  1. Iterative refinement of the QZ decomposition for solving linear DSGE models
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads

2024

  1. Solving and analyzing DSGE models in the frequency domain
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads

2023

  1. Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
  2. Solving linear DSGE models with Bernoulli iterations
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads View citations (1)
  3. Solving linear DSGE models with structure-preserving doubling methods
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
  4. Sticky information and the Taylor principle
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads View citations (2)

2022

  1. Estimation and forecasting using mixed-frequency DSGE models
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
  2. Solving linear DSGE models with Newton methods
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads View citations (3)
    See also Journal Article Solving linear DSGE models with Newton methods, Economic Modelling, Elsevier (2024) Downloads View citations (1) (2024)

2021

  1. On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads

2019

  1. (Un)expected monetary policy shocks and term premia
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
    Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (8)
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2017) Downloads
    Discussion Papers, Deutsche Bundesbank (2017) Downloads View citations (8)
    See also Journal Article (Un)expected monetary policy shocks and term premia, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) Downloads (2022)

2018

  1. Generalized exogenous processes in DSGE: A Bayesian approach
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads View citations (1)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2015) Downloads

2017

  1. Generalized Entropy and Model Uncertainty
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
    See also Journal Article Generalized entropy and model uncertainty, Journal of Economic Theory, Elsevier (2019) Downloads View citations (2) (2019)

2015

  1. Risk-Sensitive Linear Approximations
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (9)

2014

  1. Decomposing Risk in Dynamic Stochastic General Equilibrium
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2013) Downloads
  2. Risky linear approximations
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads View citations (4)
  3. Strategic complementarities and nominal rigidities
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2013

  1. Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads View citations (1)

2012

  1. Existence and Uniqueness of Perturbation Solutions in DSGE Models
    Dynare Working Papers, CEPREMAP Downloads View citations (4)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2012) Downloads

2011

  1. Monetary policy, determinacy, and the natural rate hypothesis
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
  2. Solving DSGE models with a nonlinear moving average
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
    See also Journal Article Solving DSGE models with a nonlinear moving average, Journal of Economic Dynamics and Control, Elsevier (2013) Downloads View citations (35) (2013)
  3. Sticky information and determinacy
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2008

  1. The natural rate hypothesis and real determinacy
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2007

  1. Solving linear rational expectations models with lagged expectations quickly and easily
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

Journal Articles

2024

  1. Solving linear DSGE models with Newton methods
    Economic Modelling, 2024, 133, (C) Downloads View citations (1)
    See also Working Paper Solving linear DSGE models with Newton methods, IMFS Working Paper Series (2022) Downloads View citations (3) (2022)

2023

  1. Der digitale Euro: Chancen und Risiken einer digitalen Notenbankwährung
    Wirtschaftsdienst, 2023, 103, (12), 801-806 Downloads

2022

  1. (Un)expected monetary policy shocks and term premia
    Journal of Applied Econometrics, 2022, 37, (3), 477-499 Downloads
    See also Working Paper (Un)expected monetary policy shocks and term premia, IMFS Working Paper Series (2019) Downloads (2019)

2019

  1. Generalized entropy and model uncertainty
    Journal of Economic Theory, 2019, 183, (C), 312-343 Downloads View citations (2)
    See also Working Paper Generalized Entropy and Model Uncertainty, SFB 649 Discussion Papers (2017) Downloads (2017)

2017

  1. Decoupling nominal and real rigidities
    Economics Letters, 2017, 156, (C), 129-132 Downloads

2015

  1. Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
    Economics Letters, 2015, 133, (C), 89-91 Downloads View citations (3)

2014

  1. Solvability of perturbation solutions in DSGE models
    Journal of Economic Dynamics and Control, 2014, 45, (C), 366-388 Downloads View citations (13)

2013

  1. Solving DSGE models with a nonlinear moving average
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2643-2667 Downloads View citations (35)
    See also Working Paper Solving DSGE models with a nonlinear moving average, SFB 649 Discussion Papers (2011) Downloads (2011)

2010

  1. Linear rational-expectations models with lagged expectations: A synthetic method
    Journal of Economic Dynamics and Control, 2010, 34, (5), 984-1002 Downloads View citations (36)

Software Items

2017

  1. Dynare add-on for "Risk-Sensitive Linear Approximations"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2013

  1. Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Dynare add-on for "Pruning in Perturbation DSGE Models"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2010

  1. Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for one-sided HP-filters
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (10)
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