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Bibliography

• Boucekkine, R. (1995) "An alternative methodology for solving nonlinear forward-looking models," Journal of Economic Dynamics and Control, 19, 711-734.
• Collard, F. and M. Juillard (2001a) "Accuracy of stochastic perturbation methods: The case of asset pricing models," Journal of Economic Dynamics and Control, 25, 979-999.
• Collard, F. and M. Juillard (2001a) "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.
• Fair, R.C and J. Taylor (1983) "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectation Models." Econometrica, 51, 1169-85.
• Judd, K.L. (1996) "Approximation, Perturbation, and Projection Methods in Economic Analysis," in H.M. Amman, D.A. Kendrick and J. Rust (eds.) Handbook of Computational Economics. Amsterdam: North Holland Press, pp. 511-585.
• Juillard, M. (1996) DYNARE: A program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm. Paris: CEPREMAP, Couverture Orange No. 9602.
• Laffargue, J.-P. (1990) "Résolution d'un modèle macroéconomique avec anticipations rationnelles," Annales d'Economie et Statistique, 17, 97-119.
• Schmitt-Grohe, S. and M. Uribe (2002) Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function. Working Paper, Rutgers Univsersity.