Details about Alexander Meyer-Gohde

Access statistics for papers by Alexander Meyer-Gohde.

Last updated 2023-06-29. Update your information in the RePEc Author Service.

Short-id: pme248

Working Papers

2023

1. Solving linear DSGE models with Bernoulli iterations
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)

2022

2. Estimation and forecasting using mixed-frequency DSGE models
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)
3. Solving linear DSGE models with Newton methods
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (1)

2021

4. 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)

2019

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

2018

6. Generalized exogenous processes in DSGE: A Bayesian approach
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (1)
   Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2015) View citations (6)

2017

7. Generalized Entropy and Model Uncertainty
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
   See also Journal Article in Journal of Economic Theory (2019)

2015

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

2014

9. Decomposing Risk in Dynamic Stochastic General Equilibrium
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association
   Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2013) View citations (11)
10. Risky Linear Approximations
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (4)
    See also Software Item (2017)
11. Strategic Complementarities and Nominal Rigidities
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)

2013

12. Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (13)
    See also Software Item (2013)

2012

13. Existence and Uniqueness of Perturbation Solutions in DSGE Models
    Dynare Working Papers, CEPREMAP View citations (3)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2012) View citations (7)

2011

14. Monetary Policy, Determinacy, and the Natural Rate Hypothesis
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (19)
15. Solving DSGE Models with a Nonlinear Moving Average
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (14)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
    Software Item (2013)
16. Sticky Information and Determinacy
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (34)

2008

17. The Natural Rate Hypothesis and Real Determinacy
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649

2007

18. Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (9)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
    Software Item (2010)

Journal Articles

2022

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

2019

2. Generalized entropy and model uncertainty
   Journal of Economic Theory, 2019, 183, (C), 312-343 View citations (2)
   See also Working Paper (2017)

2017

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

2015

4. Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
   Economics Letters, 2015, 133, (C), 89-91 View citations (2)

2014

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

2013

6. Solving DSGE models with a nonlinear moving average
   Journal of Economic Dynamics and Control, 2013, 37, (12), 2643-2667 View citations (30)
   See also Working Paper (2011)

2010

7. Linear rational-expectations models with lagged expectations: A synthetic method
   Journal of Economic Dynamics and Control, 2010, 34, (5), 984-1002 View citations (29)
   See also Working Paper (2007)

Software Items

2017

1. Dynare add-on for "Risk-Sensitive Linear Approximations"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2014)

2013

2. Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Dynare add-on for "Pruning in Perturbation DSGE Models"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2013)
4. Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2011)

2010

5. Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2007)
6. Matlab code for one-sided HP-filters
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (10)