GitHub

@@ -5000,3 +5000,228 @@ @incollection{Axelrod1987

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pages = {32--41},

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year = {1987}

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}

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@article{SargentSurico2011,

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author = {Sargent, Thomas J. and Surico, Paolo},

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title = {Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals},

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journal = {American Economic Review},

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volume = {101},

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number = {1},

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pages = {109--128},

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year = {2011},

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doi = {10.1257/aer.101.1.109}

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}

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@article{Lucas1980,

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author = {Lucas, Robert E., Jr.},

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title = {Two Illustrations of the Quantity Theory of Money},

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journal = {American Economic Review},

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volume = {70},

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number = {5},

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pages = {1005--1014},

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year = {1980}

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}

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@article{Whiteman1984,

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author = {Whiteman, Charles H.},

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title = {Lucas on the Quantity Theory: Hypothesis Testing without Theory},

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journal = {American Economic Review},

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volume = {74},

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number = {4},

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pages = {742--749},

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year = {1984}

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}

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@article{Ireland2004,

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author = {Ireland, Peter N.},

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title = {Technology Shocks in the New Keynesian Model},

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journal = {Review of Economics and Statistics},

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volume = {86},

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number = {4},

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pages = {923--936},

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year = {2004}

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}

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@article{Ireland2003,

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author = {Ireland, Peter N.},

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title = {Endogenous Money or Sticky Prices?},

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journal = {Journal of Monetary Economics},

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volume = {50},

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number = {8},

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pages = {1623--1648},

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year = {2003}

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}

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@article{Sims2002gensys,

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author = {Sims, Christopher A.},

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title = {Solving Linear Rational Expectations Models},

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journal = {Computational Economics},

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volume = {20},

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number = {1--2},

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pages = {1--20},

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year = {2002}

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}

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@article{AnSchorfheide2007,

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author = {An, Sungbae and Schorfheide, Frank},

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title = {Bayesian Analysis of {DSGE} Models},

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journal = {Econometric Reviews},

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volume = {26},

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number = {2--4},

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pages = {113--172},

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year = {2007}

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}

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@article{LubikSchorfheide2004,

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author = {Lubik, Thomas A. and Schorfheide, Frank},

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title = {Testing for Indeterminacy: An Application to {U.S.} Monetary Policy},

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journal = {American Economic Review},

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volume = {94},

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number = {1},

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pages = {190--217},

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year = {2004}

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}

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@incollection{McCallumNelson1999,

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author = {McCallum, Bennett T. and Nelson, Edward},

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title = {Performance of Operational Policy Rules in an Estimated Semiclassical Structural Model},

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editor = {Taylor, John B.},

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booktitle = {Monetary Policy Rules},

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publisher = {University of Chicago Press},

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address = {Chicago},

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pages = {15--45},

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year = {1999}

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}

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@article{Rotemberg1982,

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author = {Rotemberg, Julio J.},

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title = {Sticky Prices in the United States},

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journal = {Journal of Political Economy},

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volume = {90},

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number = {6},

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pages = {1187--1211},

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year = {1982}

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}

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@incollection{BalkeGordon1986,

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author = {Balke, Nathan S. and Gordon, Robert J.},

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title = {Appendix B: Historical Data},

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editor = {Gordon, Robert J.},

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booktitle = {The American Business Cycle: Continuity and Change},

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publisher = {University of Chicago Press},

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address = {Chicago},

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pages = {781--850},

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year = {1986}

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}

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@book{FriedmanSchwartz1963,

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author = {Friedman, Milton and Schwartz, Anna J.},

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title = {A Monetary History of the United States, 1867--1960},

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publisher = {Princeton University Press},

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address = {Princeton, NJ},

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year = {1963}

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}

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@article{SmetsWouters2007,

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author = {Smets, Frank and Wouters, Rafael},

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title = {Shocks and Frictions in {US} Business Cycles: A {Bayesian} {DSGE} Approach},

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journal = {American Economic Review},

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volume = {97},

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number = {3},

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pages = {586--606},

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year = {2007}

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}

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@article{Sargent1971,

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author = {Sargent, Thomas J.},

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title = {A Note on the `Accelerationist' Controversy},

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journal = {Journal of Money, Credit and Banking},

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volume = {3},

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number = {3},

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pages = {721--725},

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year = {1971}

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}

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@article{Lucas1975,

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author = {Lucas, Robert E., Jr.},

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title = {An Equilibrium Model of the Business Cycle},

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journal = {Journal of Political Economy},

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volume = {83},

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number = {6},

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pages = {1113--1144},

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year = {1975}

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}

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@article{BoschenOtrok1994,

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author = {Boschen, John F. and Otrok, Christopher M.},

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title = {Long-Run Neutrality and Superneutrality in an {ARIMA} Framework: Comment},

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journal = {American Economic Review},

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volume = {84},

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number = {5},

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pages = {1470--1473},

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year = {1994}

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}

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@techreport{SargentSurico2008,

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author = {Sargent, Thomas J. and Surico, Paolo},

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title = {Monetary Policies and Low-Frequency Manifestations of the Quantity Theory},

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institution = {Bank of England External Monetary Policy Committee Unit},

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type = {Discussion Paper},

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number = {26},

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year = {2008}

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}

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@article{DuaneEtAl1987,

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author = {Duane, Simon and Kennedy, A. D. and Pendleton, Brian J. and Roweth, Duncan},

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title = {Hybrid {Monte} {Carlo}},

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journal = {Physics Letters B},

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volume = {195},

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number = {2},

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pages = {216--222},

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year = {1987},

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doi = {10.1016/0370-2693(87)91197-X}

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}

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@incollection{Neal2011,

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author = {Neal, Radford M.},

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title = {{MCMC} Using {Hamiltonian} Dynamics},

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editor = {Brooks, Steve and Gelman, Andrew and Jones, Galin L. and Meng, Xiao-Li},

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booktitle = {Handbook of {Markov} Chain {Monte} {Carlo}},

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publisher = {Chapman and Hall/CRC},

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pages = {113--162},

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year = {2011}

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}

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@article{HoffmanGelman2014,

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author = {Hoffman, Matthew D. and Gelman, Andrew},

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title = {The No-U-Turn Sampler: Adaptively Setting Path Lengths in {Hamiltonian} {Monte} {Carlo}},

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journal = {Journal of Machine Learning Research},

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volume = {15},

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number = {47},

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pages = {1593--1623},

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year = {2014}

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}

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@article{Betancourt2017,

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author = {Betancourt, Michael},

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title = {A Conceptual Introduction to {Hamiltonian} {Monte} {Carlo}},

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journal = {arXiv preprint arXiv:1701.02434},

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year = {2017}

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}

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@article{Klein2000,

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author = {Klein, Paul},

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title = {Using the Generalized {Schur} Form to Solve a Multivariate Linear Rational Expectations Model},

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journal = {Journal of Economic Dynamics and Control},

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volume = {24},

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number = {10},

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pages = {1405--1423},

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year = {2000}

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}

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@article{PhanEtAl2019,

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author = {Phan, Du and Pradhan, Neeraj and Jankowiak, Martin},

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title = {Composable Effects for Flexible and Accelerated Probabilistic Programming in {NumPyro}},

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journal = {arXiv preprint arXiv:1912.11554},

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year = {2019}

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}

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