diff --git a/joss.05598/10.21105.joss.05598.crossref.xml b/joss.05598/10.21105.joss.05598.crossref.xml new file mode 100644 index 0000000000..5af8477bb4 --- /dev/null +++ b/joss.05598/10.21105.joss.05598.crossref.xml @@ -0,0 +1,225 @@ + + + + 20230925T175210-71a90f82b1d1ba77147c32b63632ecc488c2e432 + 20230925175210 + + JOSS Admin + admin@theoj.org + + The Open Journal + + + + + Journal of Open Source Software + JOSS + 2475-9066 + + 10.21105/joss + https://joss.theoj.org + + + + + 09 + 2023 + + + 8 + + 89 + + + + MacroModelling.jl: A Julia package for developing and +solving dynamic stochastic general equilibrium models + + + + Thore + Kockerols + https://orcid.org/0000-0002-0068-1809 + + + + 09 + 25 + 2023 + + + 5598 + + + 10.21105/joss.05598 + + + http://creativecommons.org/licenses/by/4.0/ + http://creativecommons.org/licenses/by/4.0/ + http://creativecommons.org/licenses/by/4.0/ + + + + Software archive + 10.5281/zenodo.8374466 + + + GitHub review issue + https://github.com/openjournals/joss-reviews/issues/5598 + + + + 10.21105/joss.05598 + https://joss.theoj.org/papers/10.21105/joss.05598 + + + https://joss.theoj.org/papers/10.21105/joss.05598.pdf + + + + + + Time series analysis by state space methods, +2nd edn + Durbin + 10.1093/acprof:oso/9780199641178.001.0001 + 2012 + Durbin, J., & Koopman, S. J. +(2012). Time series analysis by state space methods, 2nd edn. Oxford +University Press. +https://doi.org/10.1093/acprof:oso/9780199641178.001.0001 + + + The Pruned State-Space System for Non-Linear +DSGE Models: Theory and Empirical Applications + Andreasen + The Review of Economic +Studies + 1 + 85 + 10.1093/restud/rdx037 + 0034-6527 + 2017 + Andreasen, M. M., +Fernández-Villaverde, J., & Rubio-Ramírez, J. F. (2017). The Pruned +State-Space System for Non-Linear DSGE Models: Theory and Empirical +Applications. The Review of Economic Studies, 85(1), 1–49. +https://doi.org/10.1093/restud/rdx037 + + + Julia: A fresh approach to numerical +computing + Bezanson + SIAM Review + 1 + 59 + 10.1137/141000671 + 2017 + Bezanson, J., Edelman, A., Karpinski, +S., & Shah, V. B. (2017). Julia: A fresh approach to numerical +computing. SIAM Review, 59(1), 65–98. +https://doi.org/10.1137/141000671 + + + Fifth-order perturbation solution to DSGE +models + Levintal + Journal of Economic Dynamics and +Control + 80 + 10.1016/j.jedc.2017.04.007 + 2017 + Levintal, O. (2017). Fifth-order +perturbation solution to DSGE models. Journal of Economic Dynamics and +Control, 80, 1–16. +https://doi.org/10.1016/j.jedc.2017.04.007 + + + Solving rational expectations models at first +order: What dynare does + Villemot + 2011 + Villemot, S. (2011). Solving rational +expectations models at first order: What dynare does. Dynare Working +Papers 2, CEPREMAP. + + + Time to build and aggregate +fluctuations + Kydland + Econometrica + 6 + 50 + 10.2307/1913386 + 1982 + Kydland, F. E., & Prescott, E. C. +(1982). Time to build and aggregate fluctuations. Econometrica, 50(6), +1345–1370. https://doi.org/10.2307/1913386 + + + Dynare: Reference manual version +5 + Adjemian + 2022 + Adjemian, S., Bastani, H., Juillard, +M., Karamé, F., Mihoubi, F., Mutschler, W., Pfeifer, J., Ratto, M., +Rion, N., & Villemot, S. (2022). Dynare: Reference manual version 5 +(Dynare Working Papers No. 72). CEPREMAP. + + + Efficient perturbation methods for solving +regime-switching DSGE models + Maih + 10.2139/ssrn.2602453 + 2015 + Maih, J. (2015). Efficient +perturbation methods for solving regime-switching DSGE models (Working +Paper No. 2015/01). Norges Bank. +https://doi.org/10.2139/ssrn.2602453 + + + Taylor Projection: A New Solution Method For +Dynamic General Equilibrium Models + Levintal + International Economic Review + 3 + 59 + 10.1111/iere.12306 + 2018 + Levintal, O. (2018). Taylor +Projection: A New Solution Method For Dynamic General Equilibrium +Models. International Economic Review, 59(3), 1345–1373. +https://doi.org/10.1111/iere.12306 + + + Smets-Wouters ’03 model revisited - an +implementation in gEcon + Klima + 2015 + Klima, G., Podemski, K., +Retkiewicz-Wijtiwiak, K., & Sowińska, A. E. (2015). Smets-Wouters +’03 model revisited - an implementation in gEcon (MPRA Paper No. 64440). +University Library of Munich, Germany. + + + Differentiable State-Space Models and +Hamiltonian Monte Carlo Estimation + Childers + 10.3386/w30573 + 2022 + Childers, D., Fernández-Villaverde, +J., Perla, J., Rackauckas, C., & Wu, P. (2022). Differentiable +State-Space Models and Hamiltonian Monte Carlo Estimation (NBER Working +Papers No. 30573). National Bureau of Economic Research, Inc. +https://doi.org/10.3386/w30573 + + + + + +