Access Statistics for Alexander Meyer-Gohde

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)expected Monetary Policy Shocks and Term Premia 0 0 0 49 0 0 2 60
(Un)expected Monetary Policy Shocks and Term Premia 0 0 1 132 1 1 5 217
(Un)expected monetary policy shocks and term premia 0 0 1 100 2 3 4 222
(Un)expected monetary policy shocks and term premia 0 0 0 81 0 1 7 131
Decomposing Risk in Dynamic Stochastic General Equilibrium 0 0 0 45 0 0 0 81
Decomposing risk in dynamic stochastic general equilibrium 0 0 2 251 0 0 6 518
Estimation and forecasting using mixed-frequency DSGE models 0 0 3 148 1 3 16 63
Existence and Uniqueness of Perturbation Solutions in DSGE Models 0 0 0 119 0 1 2 327
Existence and uniqueness of perturbation solutions to DSGE models 0 0 0 79 1 1 1 208
Generalized Entropy and Model Uncertainty 0 0 5 107 0 1 9 245
Generalized exogenous processes in DSGE: A Bayesian approach 0 0 1 30 0 1 4 69
Generalized exogenous processes in DSGE: A Bayesian approach 0 0 0 96 0 0 1 222
Monetary policy, determinacy, and the natural rate hypothesis 0 0 0 152 0 0 2 385
Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers 0 0 1 11 0 1 3 14
On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing 0 0 5 54 0 1 7 79
Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations 0 0 6 277 0 1 11 732
Risk-Sensitive Linear Approximations 0 0 0 122 0 0 3 189
Risky linear approximations 0 0 2 257 2 3 6 418
Solving DSGE models with a nonlinear moving average 0 0 2 325 0 1 10 661
Solving and analyzing DSGE models in the frequency domain 0 1 21 21 1 4 25 25
Solving linear DSGE models with Bernoulli iterations 0 0 4 14 1 2 10 45
Solving linear DSGE models with Newton methods 0 0 7 31 1 2 16 56
Solving linear DSGE models with structure-preserving doubling methods 0 0 2 8 1 1 10 18
Solving linear rational expectations models with lagged expectations quickly and easily 0 0 1 490 0 0 4 812
Sticky information and determinacy 0 0 1 157 0 0 4 382
Sticky information and the Taylor principle 0 1 5 34 2 3 12 25
Strategic complementarities and nominal rigidities 0 0 0 39 0 0 0 109
The natural rate hypothesis and real determinacy 0 0 0 79 0 0 1 213
Total Working Papers 0 2 70 3,308 13 31 181 6,526

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)expected monetary policy shocks and term premia 0 0 0 8 0 1 6 39
Decoupling nominal and real rigidities 0 0 0 59 0 0 2 155
Der digitale Euro: Chancen und Risiken einer digitalen Notenbankwährung 0 0 2 2 0 0 4 4
Generalized entropy and model uncertainty 0 0 1 11 1 1 4 60
Linear rational-expectations models with lagged expectations: A synthetic method 0 2 7 314 0 4 24 876
Solvability of perturbation solutions in DSGE models 0 0 1 55 1 1 6 195
Solving DSGE models with a nonlinear moving average 0 0 0 109 0 0 5 315
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data 0 1 3 72 2 4 9 182
Solving linear DSGE models with Newton methods 0 0 4 4 0 1 9 9
Total Journal Articles 0 3 18 634 4 12 69 1,835

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium" 0 0 3 280 1 1 4 709
Dynare add-on for "Pruning in Perturbation DSGE Models" 0 0 2 351 1 1 6 886
Dynare add-on for "Risk-Sensitive Linear Approximations" 0 0 3 185 0 1 5 425
Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average" 0 1 4 547 2 4 10 1,301
Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily 1 3 11 1,694 1 5 22 4,619
Matlab code for one-sided HP-filters 6 14 90 4,002 10 34 200 9,254
Total Software Items 7 18 113 7,059 15 46 247 17,194

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Statistics updated 2025-03-03