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# 7. Bibliography

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

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