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Hong Lan

Personal Details

First Name:Hong
Middle Name:
Last Name:Lan
Suffix:
RePEc Short-ID:pla576
[This author has chosen not to make the email address public]
http://www.wiwi.hu-berlin.de/professuren/vwl/wtm2/mitarbeiter/honglan
Department of Financial Engineering School of Banking and Finance University of International Business and Economics (UIBE) No.10, Huixin Dongjie, Chaoyang District Beijing, 100029, China

Affiliation

(6%) School of Banking and Finance
University of International Business and Economics (UIBE)

Beijing, China
http://sbf.uibe.edu.cn
RePEc:edi:sfuibcn (more details at EDIRC)

(47%) Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://sfb649.wiwi.hu-berlin.de/
RePEc:edi:sohubde (more details at EDIRC)

(47%) Institut für Wirtschaftstheorie II
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://www.wiwi.hu-berlin.de/institute/wt2/
RePEc:edi:i2hubde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Albertini, Julien & Lan, Hong, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers 2016-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  2. Albertini, Julien & Lan, Hong, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers 2016-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  4. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  7. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
  9. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  10. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  11. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    repec:hum:wpaper:sfb649dp2013-022 is not listed on IDEAS

Articles

  1. Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
  2. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
  3. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.

Software components

  1. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
  2. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
  3. Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Albertini, Julien & Lan, Hong, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers 2016-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
    2. Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).

  2. Albertini, Julien & Lan, Hong, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers 2016-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
    2. Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).

  3. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Hänsel, Matthias, 2024. "Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach," Economics Letters, Elsevier, vol. 236(C).

  4. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Hänsel, Matthias, 2024. "Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach," Economics Letters, Elsevier, vol. 236(C).

  5. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.
    2. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
    3. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
    5. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
    6. Giovanni Lombardo & Harald Uhlig, 2018. "A Theory Of Pruning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
    7. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    8. Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
    9. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Ying Tung Chan, 2019. "The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach," Sustainability, MDPI, vol. 11(18), pages 1-26, September.
    11. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
    12. Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.

  6. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.
    2. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
    3. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
    5. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
    6. Giovanni Lombardo & Harald Uhlig, 2018. "A Theory Of Pruning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
    7. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    8. Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
    9. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Ying Tung Chan, 2019. "The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach," Sustainability, MDPI, vol. 11(18), pages 1-26, September.
    11. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
    12. Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.

  7. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Poeschel, Friedrich, 2012. "Assortative matching through signals," IAB-Discussion Paper 201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    3. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
    4. Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
    6. Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
    7. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    8. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.

  8. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.

    Cited by:

    1. Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    2. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    6. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.

  9. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    2. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    6. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.

  10. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Dlugoszek, Grzegorz, 2018. "Macroeconomic Effects of Financial Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181596, Verein für Socialpolitik / German Economic Association.
    2. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    3. Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
    4. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    5. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    6. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
    7. Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
    8. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
    9. Khalil, Makram & Strobel, Felix, 2023. "Capital reallocation under climate policy uncertainty," Discussion Papers 23/2023, Deutsche Bundesbank.
    10. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
    12. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    13. Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
    14. Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," SFB 649 Discussion Papers 2016-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Khalil, Makram & Strobel, Felix, 2024. "US trade policy and the US dollar," Journal of International Economics, Elsevier, vol. 151(C).
    19. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    20. Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
    21. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    22. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
    24. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    25. Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
    26. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    27. Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022. "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, vol. 79(C).
    28. Andrew Binning, 2013. "Third-order approximation of dynamic models without the use of tensors," Working Paper 2013/13, Norges Bank.
    29. Voigts, Simon, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers 2014-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  11. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Dlugoszek, Grzegorz, 2018. "Macroeconomic Effects of Financial Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181596, Verein für Socialpolitik / German Economic Association.
    2. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    3. Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
    4. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    5. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    6. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
    7. Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
    8. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
    9. Khalil, Makram & Strobel, Felix, 2023. "Capital reallocation under climate policy uncertainty," Discussion Papers 23/2023, Deutsche Bundesbank.
    10. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
    12. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    13. Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
    14. Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," SFB 649 Discussion Papers 2016-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Khalil, Makram & Strobel, Felix, 2024. "US trade policy and the US dollar," Journal of International Economics, Elsevier, vol. 151(C).
    19. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    20. Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
    21. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    22. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
    24. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    25. Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
    26. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    27. Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022. "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, vol. 79(C).
    28. Andrew Binning, 2013. "Third-order approximation of dynamic models without the use of tensors," Working Paper 2013/13, Norges Bank.
    29. Voigts, Simon, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers 2014-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

  1. Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
    See citations under working paper version above.
  2. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.

    Cited by:

    1. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    2. Sherwin Lott, 2018. "Perturbations in DSGE Models: Odd Derivatives Theorem," PIER Working Paper Archive 18-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2018.
    3. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    5. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.
    6. Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
    7. Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
    8. Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
    9. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.

  3. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
    See citations under working paper version above.

Software components

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (6) 2011-12-19 2012-02-27 2012-10-06 2013-05-19 2014-09-29 2015-02-22. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2014-09-29 2015-02-22 2016-03-23
  3. NEP-ORE: Operations Research (3) 2013-05-05 2013-05-19 2015-02-22
  4. NEP-CMP: Computational Economics (2) 2013-05-19 2014-09-29
  5. NEP-ECM: Econometrics (1) 2012-02-27
  6. NEP-ENE: Energy Economics (1) 2016-03-23
  7. NEP-GER: German Papers (1) 2014-09-29

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