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Browsing All of EconStor by Author Meyer-Gohde, Alexander


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Year of PublicationTitleAuthor(s)
2007Solving linear rational expectations models with lagged expectations quickly and easilyMeyer-Gohde, Alexander
2008The natural rate hypothesis and real determinacyMeyer-Gohde, Alexander
2010Equilibrium Selection and Monetary Policy; A Natural Rate PerspectiveMeyer-Gohde, Alexander
2011Solving DSGE models with a nonlinear moving averageLan, Hong; Meyer-Gohde, Alexander
2011Sticky information and determinacyMeyer-Gohde, Alexander
2011Monetary policy, determinacy, and the natural rate hypothesisMeyer-Gohde, Alexander
2012Existence and uniqueness of perturbation solutions to DSGE modelsLan, Hong; Meyer-Gohde, Alexander
2013Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximationsLan, Hong; Meyer-Gohde, Alexander
2013Decomposing risk in dynamic stochastic general equilibriumLan, Hong; Meyer-Gohde, Alexander
2014Decomposing Risk in Dynamic Stochastic General EquilibriumLan, Hong; Meyer-Gohde, Alexander
2014Strategic complementarities and nominal rigiditiesKönig, Philipp; Meyer-Gohde, Alexander
2014Risky linear approximationsMeyer-Gohde, Alexander
2015Risk-Sensitive Linear ApproximationsMeyer-Gohde, Alexander
2015Generalized exogenous processes in DSGE: A Bayesian approachMeyer-Gohde, Alexander; Neuhoff, Daniel
2017(Un)expected monetary policy shocks and term premiaKliem, Martin; Meyer-Gohde, Alexander
2017(Un)expected Monetary Policy Shocks and Term PremiaKliem, Martin; Meyer-Gohde, Alexander
2017Generalized Entropy and Model UncertaintyMeyer-Gohde, Alexander
2018Generalized exogenous processes in DSGE: A Bayesian approachMeyer-Gohde, Alexander; Neuhoff, Daniel
2019(Un)expected monetary policy shocks and term premiaKliem, Martin; Meyer-Gohde, Alexander
2021On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricingMeyer-Gohde, Alexander
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