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Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation. (2013). Kollmann, Robert.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9469.

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  1. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1397.

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  2. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert.
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:2:p:175-196.

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  3. Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:212.

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  4. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-70.

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  5. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/177116.

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  6. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10232.

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References

References cited by this document

  1. An, S. and Schorfheide, 2007. Bayesian Analysis of DSGE models. Econometric Reviews 26, 113–172.

  2. Andreasen, M., Fernández-Villaverde, J. and J. Rubio-Ramírez, 2013. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. NBER WP 18983.

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  8. Harvey, A., 1989. Forecasting—Structural Time Series Models and the Kalman Filter. Cambridge University Press.
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  9. Jin, H., Judd, K., 2004. Applying PertSolv to Complete Market RBC models. Working paper, Stanford University.
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  11. Kollmann, R., 1996. Incomplete Asset Markets and the Cross-Country Consumption Correlation Puzzle, Journal of Economic Dynamics and Control 20, 945-962.

  12. Kollmann, R., 2002. Monetary Policy Rules in the Open Economy: Effects of Welfare and Business Cycles, Journal of Monetary Economics 49, 989-1015.

  13. Kollmann, R., 2005. Solving Non-Linear Rational Expectations Models: Approximations based on Taylor Expansions, Working Paper, University of Paris XII.
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  14. Kollmann, R., H.S. Kim and J. Kim, 2011. Solving the Multi-Country Real Business Cycle Model Using a Perturbation Method, Journal of Economic Dynamics and Control 35, 203206.

  15. Lombardo, G. and A. Sutherland, 2007. Computing Second-Order Accurate Solutions for Rational Expectation Models Using Linear Solution Methods. Journal of Economic Dynamics and Control 31, 515-530.

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  18. Sims, C., 2000. Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models.
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  4. Has U.S. monetary policy tracked the efficient interest rate?. (2015). Tambalotti, Andrea ; Ferrero, Andrea ; Cúrdia, Vasco ; Ng, Ging Cee .
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  5. Housing market dynamics in China: Findings from an estimated DSGE model. (2015). , Eric.
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  6. What’s news in exchange rate dynamics: A DSGE approach. (2015). Chen, Kan ; Zhang, Shage .
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