Search Results

SORT BY: PREVIOUS / NEXT
Keywords:Perturbation methods OR Perturbation Methods 

Working Paper
Understanding the Aggregate Effects of Credit Frictions and Uncertainty

We examine the interaction of uncertainty and credit frictions in a New Keynesian framework. To do so, uncertainty is modeled as time-varying stochastic volatitlity - the product of monetary policy uncertainty, financial risk (micro-uncertainty), and macrouncertainty. The model is solved using a pruned third-order approximation and estimated by the Simulated Method of Moments. We find that: 1) Micro-uncertainty aggravates the information asymmetry between lenders and borrowers, worsens credit conditions, and has first-order effects on real economic activity. 2) When credit conditions are ...
Globalization Institute Working Papers , Paper 317

Working Paper
Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It

We propose a novel approximation of the risky steady state and construct first-order perturbations around it for a general class of dynamic equilibrium models with time-varying and non-Gaussian risk. We offer analytical formulas and conditions for their local existence and uniqueness. We apply this approximation technique to models featuring Campbell-Cochrane habits, recursive preferences, and time-varying disaster risk, and show how the proposed approximation represents the implications of the model similarly to global solution methods. We show that our approximation of the risky steady ...
Working Papers , Paper 22-14

Report
Approximating Transition Dynamics with Discrete Choice

This paper develops a method to analyze policy reforms in environments with discrete choice, such as occupational choice or default. Computing transition paths in these settings is computationally challenging, particularly in models with substantial heterogeneity and many endogenous states. We extend perturbation methods to handle discrete choice by appropriately tracking both intensive-margin changes conditional on discrete choices that are relatively small and extensive-margin changes resulting from a switch in a discrete choice that are relatively large. The method is fast, scalable, and ...
Staff Report , Paper 672

FILTER BY year

FILTER BY Content Type

Working Paper 2 items

Report 1 items

FILTER BY Jel Classification

C63 2 items

E32 2 items

E44 2 items

C32 1 items

D8 1 items

E60 1 items

show more (2)

PREVIOUS / NEXT