Ref. manual: cosmetic changes
Sébastien Villemot
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@ -7469,26 +7469,26 @@ Cycles: The Cycle is the Trend,'' @i{NBER Working Paper}, 10734
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@item
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Backus, David K., Patrick J. Kehoe, and Finn E. Kydland (1992):
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``International Real Business Cycles,'' @i{Journal of Political
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Economy}, 100(4), 745--775.
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Economy}, 100(4), 745--775
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@item
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Boucekkine, Raouf (1995): ``An alternative methodology for solving
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nonlinear forward-looking models,'' @i{Journal of Economic Dynamics
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and Control}, 19, 711--734.
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and Control}, 19, 711--734
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@item
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Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''.
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Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''
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@item
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Collard, Fabrice and Michel Juillard (2001a): ``Accuracy of stochastic
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perturbation methods: The case of asset pricing models,'' @i{Journal
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of Economic Dynamics and Control}, 25, 979--999.
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of Economic Dynamics and Control}, 25, 979--999
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@item
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Collard, Fabrice and Michel Juillard (2001b): ``A Higher-Order Taylor
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Expansion Approach to Simulation of Stochastic Forward-Looking Models
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with an Application to a Non-Linear Phillips Curve,'' @i{Computational
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Economics}, 17, 125--139.
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Economics}, 17, 125--139
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@item
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Dennis, Richard (2007): ``Optimal Policy In Rational Expectations
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@ -7497,71 +7497,71 @@ Models: New Solution Algorithms,'' @i{Macroeconomic Dynamics}, 11(1),
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@item
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Durbin, J. and S. J. Koopman (2001), @i{Time Series Analysis by State
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Space Methods}, Oxford University Press.
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Space Methods}, Oxford University Press
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@item
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Fair, Ray and John Taylor (1983): ``Solution and Maximum Likelihood
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Estimation of Dynamic Nonlinear Rational Expectation Models,''
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@i{Econometrica}, 51, 1169--1185.
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@i{Econometrica}, 51, 1169--1185
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@item
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Fernandez-Villaverde, Jesus and Juan Rubio-Ramirez (2004): ``Comparing
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Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2004): ``Comparing
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Dynamic Equilibrium Economies to Data: A Bayesian Approach,''
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@i{Journal of Econometrics}, 123, 153--187.
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@i{Journal of Econometrics}, 123, 153--187
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@item
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Fernandez-Villaverde, Jesus and Juan Rubio-Ramirez (2005): ``Estimating
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Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2005): ``Estimating
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Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood,''
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@i{Journal of Applied Econometrics}, 20, 891--910.
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@i{Journal of Applied Econometrics}, 20, 891--910
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@item
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Ireland, Peter (2004): ``A Method for Taking Models to the Data,''
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@i{Journal of Economic Dynamics and Control}, 28, 1205--26.
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@i{Journal of Economic Dynamics and Control}, 28, 1205--26
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@item
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Iskrev, Nikolay (2010). ``Local identification in DSGE models,''
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@i{Journal of Monetary Economics}, 57(2), 189--202.
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Iskrev, Nikolay (2010): ``Local identification in DSGE models,''
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@i{Journal of Monetary Economics}, 57(2), 189--202
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@item
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Judd, Kenneth (1996): ``Approximation, Perturbation, and Projection
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Methods in Economic Analysis'', in @i{Handbook of Computational
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Economics}, ed. by Hans Amman, David Kendrick, and John Rust, North
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Holland Press, 511--585.
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Holland Press, 511--585
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@item
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Juillard, Michel (1996): ``Dynare: A program for the resolution and
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simulation of dynamic models with forward variables through the use of
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a relaxation algorithm,'' CEPREMAP, @i{Couverture Orange}, 9602.
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a relaxation algorithm,'' CEPREMAP, @i{Couverture Orange}, 9602
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@item
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Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims
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(2008): ``Calculating and using second-order accurate solutions of
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discrete time dynamic equilibrium models,'' @i{Journal of Economic
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Dynamics and Control}, 32(11), 3397--3414.
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Dynamics and Control}, 32(11), 3397--3414
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@item
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Koopman, S. J. and J. Durbin (2003): ``Filtering and Smoothing of
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State Vector for Diffuse State Space Models,'' @i{Journal of Time
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Series Analysis}, 24(1), 85--98.
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Series Analysis}, 24(1), 85--98
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@item
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Laffargue, Jean-Pierre (1990): ``Résolution d'un modèle
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macroéconomique avec anticipations rationnelles'', @i{Annales
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d'Économie et Statistique}, 17, 97--119.
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d'Économie et Statistique}, 17, 97--119
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@item
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Lubik, Thomas and Frank Schorfheide (2007): ``Do Central Banks Respond
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to Exchange Rate Movements? A Structural Investigation,'' @i{Journal
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of Monetary Economics}, 54(4), 1069--1087.
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of Monetary Economics}, 54(4), 1069--1087
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@item
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Mancini-Griffoli, Tommaso (2007): ``Dynare User Guide: An introduction
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to the solution and estimation of DSGE models''.
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to the solution and estimation of DSGE models''
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@item
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Pearlman, Joseph, David Currie, and Paul Levine (1986): ``Rational
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expectations models with partial information,'' @i{Economic
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Modelling}, 3(2), 90--105.
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Modelling}, 3(2), 90--105
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@item
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Rabanal, Pau and Juan Rubio-Ramirez (2003): ``Comparing New Keynesian
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@ -7569,28 +7569,28 @@ Models of the Business Cycle: A Bayesian Approach,'' Federal Reserve
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of Atlanta, @i{Working Paper Series}, 2003-30.
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@item
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Ratto, Marco (2008): ``Analysing dsge models with global sensitivity
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analysis''. @i{Computational Economics}, 31, 115--139.
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Ratto, Marco (2008): ``Analysing DSGE models with global sensitivity
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analysis'', @i{Computational Economics}, 31, 115--139
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@item
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Schorfheide, Frank (2000): ``Loss Function-based evaluation of DSGE
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models,'' @i{Journal of Applied Econometrics}, 15(6), 645--670.
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models,'' @i{Journal of Applied Econometrics}, 15(6), 645--670
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@item
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Schmitt-Grohé, Stephanie and Martin Uríbe (2004): ``Solving Dynamic
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General Equilibrium Models Using a Second-Order Approximation to the
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Policy Function,'' @i{Journal of Economic Dynamics and Control},
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28(4), 755--775.
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28(4), 755--775
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@item
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Sims, Christopher A., Daniel F. Waggoner and Tao Zha (2008): ``Methods for
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inference in large multiple-equation Markov-switching models,''
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@i{Journal of Econometrics}, 146, 255--274.
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@i{Journal of Econometrics}, 146, 255--274
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@item
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Smets, Frank and Rafael Wouters (2003): ``An Estimated Dynamic
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Stochastic General Equilibrium Model of the Euro Area,'' @i{Journal of
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the European Economic Association}, 1(5), 1123--1175.
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the European Economic Association}, 1(5), 1123--1175
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@item
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Villemot, Sébastien (2011): ``Solving rational expectations models at
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