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Dynamic Stochastic General Equilibrium

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This RePEc Biblio topic is edited by Christian Zimmermann (pzi1). It was first published on 2012-11-29 19:59:53 and last updated on 2015-12-26 00:09:23.

Introduction by the editor

This page is about Dynamic Stochastic General Equilibrium (DSGE) as a methodology. Except for a few seminal papers, you will have to find applications elsewhere, and in particular in the Real Business Cycle topic. Note that stochastics are not required to be listed here.

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http://dge.repec.org/

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Most relevant research

  1. Lucas, Robert Jr., 1972, "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, volume 4, issue 2, pages 103-124, April.
  2. Lucas, Robert E, Jr, 1978, "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, volume 46, issue 6, pages 1429-1445, November.
  3. Kydland, Finn E & Prescott, Edward C, 1982, "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, volume 50, issue 6, pages 1345-1370, November.
  4. Edward C. Prescott, 1986, "Theory ahead of business cycle measurement," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 10, issue Fall, pages 9-22.
  5. Long, John B, Jr & Plosser, Charles I, 1983, "Real Business Cycles," Journal of Political Economy, University of Chicago Press, volume 91, issue 1, pages 39-69, February, DOI: 10.1086/261128.
  6. Long, John B, Jr & Plosser, Charles I, 1983, "Real Business Cycles," Journal of Political Economy, University of Chicago Press, volume 91, issue 1, pages 39-69, February, DOI: 10.1086/261128.
  7. King, Robert G. & Rebelo, Sergio T., 1999, "Resuscitating real business cycles," Handbook of Macroeconomics, Elsevier, chapter 14, in: J. B. Taylor & M. Woodford, "Handbook of Macroeconomics".
  8. Finn E. Kydland & Edward C. Prescott, 1996, "The Computational Experiment: An Econometric Tool," Journal of Economic Perspectives, American Economic Association, volume 10, issue 1, pages 69-85, Winter.
  9. Lars Peter Hansen & James J. Heckman, 1996, "The Empirical Foundations of Calibration," Journal of Economic Perspectives, American Economic Association, volume 10, issue 1, pages 87-104, Winter.
  10. Finn E. Kydland & Edward C. Prescott, 1990, "Business cycles: real facts and a monetary myth," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 14, issue Spr, pages 3-18.
  11. Hodrick, Robert J & Prescott, Edward C, 1997, "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 1, pages 1-16, February.
  12. Wallace, Neil, 2001, "Whither Monetary Economics?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 42, issue 4, pages 847-869, November.
  13. Per Krusell & Anthony A. Smith & Jr., 1998, "Income and Wealth Heterogeneity in the Macroeconomy," Journal of Political Economy, University of Chicago Press, volume 106, issue 5, pages 867-896, October, DOI: 10.1086/250034.
  14. Lucas, Robert E, Jr, 1978, "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, volume 46, issue 6, pages 1429-1445, November.
  15. Prescott, Edward C & Mehra, Rajnish, 1980, "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, volume 48, issue 6, pages 1365-1379, September.
  16. Kydland, Finn E & Prescott, Edward C, 1977, "Rules Rather Than Discretion: The Inconsistency of Optimal Plans," Journal of Political Economy, University of Chicago Press, volume 85, issue 3, pages 473-491, June, DOI: 10.1086/260580.
  17. Huggett, Mark, 1993, "The risk-free rate in heterogeneous-agent incomplete-insurance economies," Journal of Economic Dynamics and Control, Elsevier, volume 17, issue 5-6, pages 953-969.
  18. S. Rao Aiyagari, 1994, "Uninsured Idiosyncratic Risk and Aggregate Saving," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 109, issue 3, pages 659-684.
  19. Lucas, Robert Jr. & Prescott, Edward C., 1974, "Equilibrium search and unemployment," Journal of Economic Theory, Elsevier, volume 7, issue 2, pages 188-209, February.
  20. Kiyotaki, Nobuhiro & Wright, Randall, 1993, "A Search-Theoretic Approach to Monetary Economics," American Economic Review, American Economic Association, volume 83, issue 1, pages 63-77, March.