Dynare Working Papers

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33: The role of financial frictions during the crisis: an estimated DSGE model

Rossana Merola

32: Estimating nonlinear DSGE models with moments based methods

Sergey Ivashchenko

31: Are Recessions Good for Your Health? When Ruhm Meets GHH

Hui He, Kevin Huang and Sheng-Ti Hung

30: Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner

29: Productivity shocks and monetary policy in a two-country model

Tae-Seok Jang and Eiji Okano

28: Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?

Ichiro Muto, Nao Sudo and Shunichi Yoneyama

27: A penalty function approach to occasionally binding credit constraints

Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski

26: Financial Globalization and Monetary Transmission

Simone Meier

25: The Keynesian multiplier, news and fiscal policy rules in a DSGE model

George Perendia and Christopher Tsoukis

24: Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation

Alessandro Flamini, Guido Ascari and Lorenza Rossi

23: Macroprudential Measures, Housing Markets, and Monetary Policy

Margarita Rubio and José Carrasco-Gallego

22: Uncertain potential output: implications for monetary policy in small open economy

Guido Traficante

21: House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy

Paolo Gelain, Kevin Lansing and Caterina Mendicino

20: Labour Market Frictions, Monetary Policy and Durable Goods

Federico Di Pace and Matthias Hertweck

19: Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information

Christian Matthes and Francesca Rondina

18: Financial Frictions, Financial Shocks, and Aggregate Volatility

Cristina Fuentes-Albero

17: Accelerating the resolution of sovereign debt models using an endogenous grid method

Sébastien Villemot

16: Understanding DSGE Filters in Forecasting and Policy Analysis

Michal Andrle

15: A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes

Guillermo Escudé

14: Existence and Uniqueness of Perturbation Solutions in DSGE Models

Hong Lan and Alexander Meyer-Gohde

13: Bargaining, Aggregate Demand and Employment

Matthieu Charpe and Stefan Kühn

12: News and Financial Intermediation in Aggregate and Sectoral Fluctuations

Christoph Görtz and John Tsoukalas

11: Sticky Information Models in Dynare

Fabio Verona and Maik Wolters

10: Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints

Paul Levine and Joseph Pearlman

9: Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics

Cristiano Cantore and Paul Levine

8: Indirect Likelihood Inference

Michael Creel and Dennis Kristensen

7: Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro

Stéphane Adjemian and Antoine Devulder

6: Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions

Lilia Maliar, Serguei Maliar and Sébastien Villemot

5: Switching Monetary Policy Regimes and the Nominal Term Structure

Marcelo Ferman

4: Products, patents and productivity persistence: A DSGE model of endogenous growth

Tom Holden

3: A Graphical Representation of an Estimated DSGE Model

Mariano Kulish and Callum Jones

2: Solving rational expectations models at first order: what Dynare does

Sébastien Villemot

1: Dynare: Reference Manual Version 4

Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto and Sébastien Villemot