Alexander Meyer-Gohde : Citation Profile


Are you Alexander Meyer-Gohde?

Goethe Universität Frankfurt am Main (98% share)
Universität Hamburg (1% share)
Humboldt-Universität Berlin (1% share)

7

H index

6

i10 index

175

Citations

RESEARCH PRODUCTION:

6

Articles

21

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 12
   Journals where Alexander Meyer-Gohde has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 23 (11.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme248
   Updated: 2022-09-24    RAS profile: 2021-10-06    
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Relations with other researchers


Works with:

Kliem, Martin (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Meyer-Gohde.

Is cited by:

Härdle, Wolfgang (8)

Hafner, Christian (6)

van Roye, Björn (6)

Bonciani, Dario (6)

Mutschler, Willi (6)

Horst, Ulrich (6)

Długoszek, Grzegorz (5)

Wolters, Maik (5)

Parra-Alvarez, Juan (5)

Posch, Olaf (5)

Polattimur, Hamza (5)

Cites to:

Rubio-Ramirez, Juan F (22)

Fernandez-Villaverde, Jesus (21)

Wouters, Raf (18)

Smets, Frank (18)

Judd, Kenneth (17)

Hansen, Lars (16)

Lan, Hong (16)

Anderson, Gary (15)

Uribe, Martín (15)

Swanson, Eric (14)

Zin, Stanley (14)

Main data


Where Alexander Meyer-Gohde has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Economics Letters2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany13
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)3

Recent works citing Alexander Meyer-Gohde (2022 and 2021)


YearTitle of citing document
2022Pricing principle via Tsallis relative entropy in incomplete market. (2022). Tian, Dejian. In: Papers. RePEc:arx:papers:2201.05316.

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2021Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5.

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2021An Optimal Macroprudential Policy Mix for Segmented Credit Markets. (2021). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:21-31.

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2021Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation. (2021). Minford, A. Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/35.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2021Risk matters: Breaking certainty equivalence in linear approximations. (2021). Polattimur, Hamza ; Posch, Olaf ; Parra-Alvarez, Juan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001834.

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2021Generalized entropic risk measures and related BSDEs. (2021). Tian, Dejian ; Ma, Hanmin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000729.

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2021Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model. (2021). Horvath, Roman ; Marsal, Ales ; Kaszab, Lorant. In: MNB Working Papers. RePEc:mnb:wpaper:2021/2.

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2021Cost?efficient monitoring of continuous?time stochastic processes based on discrete observations. (2021). Yaegashi, Yuta ; Yoshioka, Hidekazu ; Tsujimura, Motoh. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:113-138.

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2022Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. (2022). Holden, Tom D. In: Discussion Papers. RePEc:zbw:bubdps:092022.

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2021US trade policy and the US dollar. (2021). Khalil, Makram ; Strobel, Felix. In: Discussion Papers. RePEc:zbw:bubdps:492021.

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2021Efficient solution and computation of models with occasionally binding constraints. (2021). Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:148.

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Works by Alexander Meyer-Gohde:


YearTitleTypeCited
2012Existence and Uniqueness of Perturbation Solutions in DSGE Models In: Dynare Working Papers.
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paper2
2012Existence and Uniqueness of Perturbation Solutions to DSGE Models.(2012) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2010Linear rational-expectations models with lagged expectations: A synthetic method In: Journal of Economic Dynamics and Control.
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article27
2007Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 27
paper
2013Solving DSGE models with a nonlinear moving average In: Journal of Economic Dynamics and Control.
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article34
2011Solving DSGE Models with a Nonlinear Moving Average.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 34
paper
2014Solvability of perturbation solutions in DSGE models In: Journal of Economic Dynamics and Control.
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article7
2015Solving and estimating linearized DSGE models with VARMA shock processes and filtered data In: Economics Letters.
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article1
2017Decoupling nominal and real rigidities In: Economics Letters.
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article0
2019Generalized entropy and model uncertainty In: Journal of Economic Theory.
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article3
2017Generalized Entropy and Model Uncertainty.(2017) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2008The Natural Rate Hypothesis and Real Determinacy In: SFB 649 Discussion Papers.
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paper0
2011Sticky Information and Determinacy In: SFB 649 Discussion Papers.
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paper33
2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis In: SFB 649 Discussion Papers.
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paper19
2013Decomposing Risk in Dynamic Stochastic General Equilibrium In: SFB 649 Discussion Papers.
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paper7
2014Decomposing Risk in Dynamic Stochastic General Equilibrium.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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This paper has another version. Agregated cites: 7
paper
2013Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations In: SFB 649 Discussion Papers.
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paper11
2014Risky Linear Approximations In: SFB 649 Discussion Papers.
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paper4
2014Strategic Complementarities and Nominal Rigidities In: SFB 649 Discussion Papers.
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paper0
2015Generalized Exogenous Processes in DSGE: A Bayesian Approach In: SFB 649 Discussion Papers.
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paper6
2018Generalized exogenous processes in DSGE: A Bayesian approach.(2018) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2017(Un)expected Monetary Policy Shocks and Term Premia In: SFB 649 Discussion Papers.
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paper14
2018(Un)expected Monetary Policy Shocks and Term Premia.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 14
paper
2017(Un)expected monetary policy shocks and term premia.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2019(Un)expected monetary policy shocks and term premia.(2019) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 14
paper
2021On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing In: IMFS Working Paper Series.
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paper0
2015Risk-Sensitive Linear Approximations In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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paper7

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