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Next: <a href="Command-and-Function-Index.html#Command-and-Function-Index" accesskey="n" rel="next">Command and Function Index</a>, Previous: <a href="Dynare-misc-commands.html#Dynare-misc-commands" accesskey="p" rel="prev">Dynare misc commands</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Command-and-Function-Index.html#Command-and-Function-Index" title="Index" rel="index">Index</a>]</p>
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<a name="Bibliography-1"></a>
<h2 class="chapter">10 Bibliography</h2>

<ul>
<li> Abramowitz, Milton and Irene A. Stegun (1964): &ldquo;Handbook of Mathematical Functions&rdquo;, Courier Dover Publications

</li><li> Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): &ldquo;Towards a monetary policy evaluation framework&rdquo;,
<i>European Central Bank Working Paper</i>, 942

</li><li> Aguiar, Mark and Gopinath, Gita (2004): &ldquo;Emerging Market Business
Cycles: The Cycle is the Trend,&rdquo; <i>NBER Working Paper</i>, 10734

</li><li> Amisano, Gianni and Tristani, Oreste (2010): &ldquo;Euro area inflation persistence in an estimated nonlinear DSGE model&rdquo;, <i>Journal of Economic Dynamics and Control</i>, 34(10), 1837&ndash;1858

</li><li> Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2013): &ldquo;The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,&rdquo; <i>NBER Working Paper</i>, 18983

</li><li> Andrews, Donald W.K (1991): &ldquo;Heteroskedasticity and autocorrelation consistent covariance matrix estimation&rdquo;, 
<i>Econometrica</i>, 59(3), 817&ndash;858

</li><li> Backus, David K., Patrick J. Kehoe, and Finn E. Kydland (1992):
&ldquo;International Real Business Cycles,&rdquo; <i>Journal of Political
Economy</i>, 100(4), 745&ndash;775

</li><li> Baxter, Marianne and Robert G. King (1999):
&ldquo;Measuring Business Cycles: Approximate Band-pass Filters for Economic Time Series,&rdquo; 
<i>Review of Economics and Statistics</i>, 81(4), 575&ndash;593

</li><li> Boucekkine, Raouf (1995): &ldquo;An alternative methodology for solving
nonlinear forward-looking models,&rdquo; <i>Journal of Economic Dynamics
and Control</i>, 19, 711&ndash;734

</li><li> Brooks,  Stephen P.,  and Andrew  Gelman (1998):  &ldquo;General methods  for
monitoring  convergence   of  iterative  simulations,&rdquo;   <i>Journal  of
computational and graphical statistics</i>, 7, pp. 434&ndash;455

</li><li> Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): &ldquo;The simplex simulated annealing approach to continuous non-linear optimization,&rdquo; <i>Computers chem. Engng</i>, 20(9), 1065-1080

</li><li> Chib, Siddhartha and Srikanth Ramamurthy (2010):
&ldquo;Tailored randomized block MCMC methods with application to DSGE models,&rdquo; 
<i>Journal of Econometrics</i>, 155, 19&ndash;38

</li><li> Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011):
&ldquo;Introducing financial frictions and unemployment into a small open
economy model,&rdquo; <i>Journal of Economic Dynamics and Control</i>, 35(12),
1999&ndash;2041

</li><li> Christoffel, Kai, G&uuml;nter Coenen and Anders Warne (2010):
&ldquo;Forecasting with DSGE models,&rdquo; <i>ECB Working Paper Series</i>, 1185

</li><li> Collard, Fabrice (2001): &ldquo;Stochastic simulations with Dynare: A practical guide&rdquo;

</li><li> Collard, Fabrice and Michel Juillard (2001a): &ldquo;Accuracy of stochastic
perturbation methods: The case of asset pricing models,&rdquo; <i>Journal
of Economic Dynamics and Control</i>, 25, 979&ndash;999

</li><li> Collard, Fabrice and Michel Juillard (2001b): &ldquo;A Higher-Order Taylor
Expansion Approach to Simulation of Stochastic Forward-Looking Models
with an Application to a Non-Linear Phillips Curve,&rdquo; <i>Computational
Economics</i>, 17, 125&ndash;139

</li><li> Corona, Angelo,  M. Marchesi, Claudio Martini, and Sandro Ridella (1987):
&ldquo;Minimizing multimodal functions of continuous variables with the &ldquo;simulated annealing&rdquo; algorithm&rdquo;,
<i>ACM Transactions on Mathematical Software</i>, 13(3), 262&ndash;280

</li><li> Del Negro, Marco and Franck Schorfheide (2004): &ldquo;Priors from General Equilibrium Models for VARs&rdquo;,
<i>International Economic Review</i>, 45(2), 643&ndash;673

</li><li> Dennis, Richard (2007): &ldquo;Optimal Policy In Rational Expectations
Models: New Solution Algorithms,&rdquo; <i>Macroeconomic Dynamics</i>, 11(1),
31&ndash;55

</li><li> Durbin, J. and S. J. Koopman (2012), <i>Time Series Analysis by State
Space Methods</i>, Second Revised Edition, Oxford University Press

</li><li> Fair, Ray and John Taylor (1983): &ldquo;Solution and Maximum Likelihood
Estimation of Dynamic Nonlinear Rational Expectation Models,&rdquo;
<i>Econometrica</i>, 51, 1169&ndash;1185

</li><li> Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2004): &ldquo;Comparing
Dynamic Equilibrium Economies to Data: A Bayesian Approach,&rdquo;
<i>Journal of Econometrics</i>, 123, 153&ndash;187

</li><li> Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2005): &ldquo;Estimating
Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood,&rdquo;
<i>Journal of Applied Econometrics</i>, 20, 891&ndash;910

</li><li> Fernández-Villaverde, Jesús (2010): &ldquo;The econometrics of DSGE models,&rdquo;
<i>SERIEs</i>, 1, 3&ndash;49

</li><li> Ferris, Michael C. and Todd S. Munson (1999): &ldquo;Interfaces to PATH 3.0: Design, Implementation and Usage&rdquo;,
<i>Computational Optimization and Applications</i>, 12(1), 207&ndash;227

</li><li> Geweke, John (1992): &ldquo;Evaluating the accuracy of sampling-based approaches
to the calculation of posterior moments,&rdquo; in J.O. Berger, J.M. Bernardo,
A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of the Fourth Valencia
International Meeting on Bayesian Statistics, pp. 169&ndash;194, Oxford University Press

</li><li> Geweke, John (1999): &ldquo;Using simulation methods for Bayesian econometric models:
Inference, development and communication,&rdquo; <i>Econometric Reviews</i>, 18(1), 1&ndash;73

</li><li> Giordani, Paolo, Michael Pitt, and Robert Kohn (2011): &ldquo;Bayesian Inference for Time Series State Space Models&rdquo;
in: <i>The Oxford Handbook of Bayesian Econometrics</i>, ed. by John Geweke, Gary Koop, and Herman van Dijk,
Oxford University Press, 61&ndash;124

</li><li> Goffe, William L., Gary D. Ferrier, and John Rogers (1994): &ldquo;Global Optimization 
of Statistical Functions with Simulated Annealing,&rdquo; <i>Journal of Econometrics</i>, 60(1/2), 
65&ndash;100

</li><li> Hansen, Nikolaus and Stefan Kern (2004): &ldquo;Evaluating the CMA Evolution Strategy 
on Multimodal Test Functions&rdquo;. In: <i>Eighth International Conference on Parallel 
Problem Solving from Nature PPSN VIII, Proceedings</i>, Berlin: Springer, 282&ndash;291 

</li><li> Harvey, Andrew C. and Garry D.A. Phillips (1979): &ldquo;Maximum likelihood estimation of 
regression models with autoregressive-moving average disturbances,&rdquo;
<i>Biometrika</i>, 66(1), 49&ndash;58

</li><li> Herbst, Edward (2015):
&ldquo;Using the &ldquo;Chandrasekhar Recursions&rdquo; for Likelihood Evaluation of DSGE
Models,&rdquo; <i>Computational Economics</i>, 45(4), 693&ndash;705.

</li><li> Ireland, Peter (2004): &ldquo;A Method for Taking Models to the Data,&rdquo;
<i>Journal of Economic Dynamics and Control</i>, 28, 1205&ndash;26

</li><li> Iskrev, Nikolay (2010): &ldquo;Local identification in DSGE models,&rdquo;
<i>Journal of Monetary Economics</i>, 57(2), 189&ndash;202

</li><li> Judd, Kenneth (1996): &ldquo;Approximation, Perturbation, and Projection
Methods in Economic Analysis&rdquo;, in <i>Handbook of Computational
Economics</i>, ed. by Hans Amman, David Kendrick, and John Rust, North
Holland Press, 511&ndash;585

</li><li> Juillard, Michel (1996): &ldquo;Dynare: A program for the resolution and
simulation of dynamic models with forward variables through the use of
a relaxation algorithm,&rdquo; CEPREMAP, <i>Couverture Orange</i>, 9602

</li><li> Kim, Jinill and Sunghyun Kim (2003): &ldquo;Spurious welfare reversals in 
international business cycle models,&rdquo; <i>Journal of International
Economics</i>, 60, 471&ndash;500

</li><li> Kanzow, Christian and Stefania Petra (2004): &ldquo;On a semismooth least squares formulation of
complementarity problems with gap reduction,&rdquo; <i>Optimization Methods and Software</i>,19 507&ndash;525

</li><li> Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims
(2008): &ldquo;Calculating and using second-order accurate solutions of
discrete time dynamic equilibrium models,&rdquo; <i>Journal of Economic
Dynamics and Control</i>, 32(11), 3397&ndash;3414

</li><li> Koop, Gary (2003), <i>Bayesian Econometrics</i>, John Wiley &amp; Sons

</li><li> Koopman, S. J. and J. Durbin (2000): &ldquo;Fast Filtering and Smoothing for 
Multivariate State Space Models,&rdquo; <i>Journal of Time
Series Analysis</i>, 21(3), 281&ndash;296

</li><li> Koopman, S. J. and J. Durbin (2003): &ldquo;Filtering and Smoothing of
State Vector for Diffuse State Space Models,&rdquo; <i>Journal of Time
Series Analysis</i>, 24(1), 85&ndash;98

</li><li> Kuntsevich, Alexei V. and  Franz Kappel (1997): &ldquo;SolvOpt - The solver 
for local nonlinear optimization problems (version 1.1, Matlab, C, FORTRAN)&rdquo;, 
University of Graz, Graz, Austria

</li><li> Laffargue, Jean-Pierre (1990): &ldquo;Résolution d&rsquo;un modèle
macroéconomique avec anticipations rationnelles&rdquo;, <i>Annales
d&rsquo;Économie et Statistique</i>, 17, 97&ndash;119

</li><li> Liu, Jane and Mike West (2001): &ldquo;Combined parameter and state estimation in simulation-based filtering&rdquo;, in <i>Sequential Monte Carlo Methods in Practice</i>, Eds. Doucet, Freitas and Gordon, Springer Verlag

</li><li> Lubik, Thomas and Frank Schorfheide (2007): &ldquo;Do Central Banks Respond
to Exchange Rate Movements? A Structural Investigation,&rdquo; <i>Journal
of Monetary Economics</i>, 54(4), 1069&ndash;1087

</li><li> Mancini-Griffoli, Tommaso (2007): &ldquo;Dynare User Guide: An introduction
to the solution and estimation of DSGE models&rdquo;

</li><li> Murray, Lawrence M., Emlyn M. Jones and John Parslow (2013): &ldquo;On Disturbance State-Space Models and the Particle Marginal
Metropolis-Hastings Sampler&rdquo;, <i>SIAM/ASA Journal on Uncertainty Quantification</i>, 1, 494–521.

</li><li> Pearlman, Joseph, David Currie, and Paul Levine (1986): &ldquo;Rational
expectations models with partial information,&rdquo; <i>Economic
Modelling</i>, 3(2), 90&ndash;105

</li><li> Planas, Christophe, Marco Ratto and Alessandro Rossi (2015): &ldquo;Slice sampling in Bayesian estimation
of DSGE models&rdquo;

</li><li> Pfeifer, Johannes (2013): &ldquo;A Guide to Specifying Observation Equations for the Estimation of DSGE Models&rdquo;

</li><li> Pfeifer, Johannes (2014): &ldquo;An Introduction to Graphs in Dynare&rdquo;

</li><li> Rabanal, Pau and Juan Rubio-Ramirez (2003): &ldquo;Comparing New Keynesian
Models of the Business Cycle: A Bayesian Approach,&rdquo; Federal Reserve
of Atlanta, <i>Working Paper Series</i>, 2003-30.

</li><li> Raftery, Adrien E. and Steven Lewis (1992): &ldquo;How many iterations in the Gibbs sampler?,&rdquo;  in <i>Bayesian Statistics, Vol. 4</i>, 
ed. J.O. Berger, J.M. Bernardo, A.P. Dawid, and A.F.M. Smith, Clarendon Press: Oxford, pp. 763-773.   

</li><li> Ratto, Marco (2008): &ldquo;Analysing DSGE models with global sensitivity
analysis&rdquo;, <i>Computational Economics</i>, 31, 115&ndash;139

</li><li> Schorfheide, Frank (2000): &ldquo;Loss Function-based evaluation of DSGE
models,&rdquo; <i>Journal of Applied Econometrics</i>, 15(6), 645&ndash;670

</li><li> Schmitt-Grohé, Stephanie and Martin Uríbe (2004): &ldquo;Solving Dynamic
General Equilibrium Models Using a Second-Order Approximation to the
Policy Function,&rdquo; <i>Journal of Economic Dynamics and Control</i>,
28(4), 755&ndash;775

</li><li> Schnabel, Robert B. and Elizabeth Eskow (1990): &ldquo;A new modified Cholesky algorithm,&rdquo; 
<i>SIAM Journal of Scientific and Statistical Computing</i>, 11, 1136&ndash;1158

</li><li> Sims, Christopher A., Daniel F. Waggoner and Tao Zha (2008): &ldquo;Methods for
inference in large multiple-equation Markov-switching models,&rdquo;
<i>Journal of Econometrics</i>, 146, 255&ndash;274

</li><li> Skoeld, Martin and Gareth O. Roberts (2003): &ldquo;Density Estimation for the
Metropolis-Hastings Algorithm,&rdquo; <i>Scandinavian Journal of Statistics</i>, 30, 699&ndash;718

</li><li> Smets, Frank and Rafael Wouters (2003): &ldquo;An Estimated Dynamic
Stochastic General Equilibrium Model of the Euro Area,&rdquo; <i>Journal of
the European Economic Association</i>, 1(5), 1123&ndash;1175

</li><li> Stock, James H. and Mark W. Watson (1999). &ldquo;Forecasting Inflation,&rdquo;, <i>Journal of Monetary
Economics</i>, 44(2), 293&ndash;335.

</li><li> Uhlig, Harald (2001): &ldquo;A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily,&rdquo;
in <i>Computational Methods for the Study of Dynamic
Economies</i>, Eds. Ramon Marimon and Andrew Scott, Oxford University Press, 30&ndash;61

</li><li> Villemot, Sébastien (2011): &ldquo;Solving rational expectations models at
first order: what Dynare does,&rdquo; <i>Dynare Working Papers</i>, 2,
CEPREMAP


</li></ul>

<hr>
<div class="header">
<p>
Next: <a href="Command-and-Function-Index.html#Command-and-Function-Index" accesskey="n" rel="next">Command and Function Index</a>, Previous: <a href="Dynare-misc-commands.html#Dynare-misc-commands" accesskey="p" rel="prev">Dynare misc commands</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Command-and-Function-Index.html#Command-and-Function-Index" title="Index" rel="index">Index</a>]</p>
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