This paper combines Taylor projection with perturbation on future random shocks to
generate polynomial approximations to the policy functions of dynamic stochastic models …

This paper proposes to solve DSGE models with incomplete markets by first approximating
the local dynamics of a tractable auxiliary model, and then applying regular perturbation to …

This paper combines the bifurcation theory and the nonlinear moving average
approximation to solve asymmetric DSGE models with portfolio choice. Contrary to existing …

This thesis examines the macroeconomic implications of uncertainty which has attracted
attention within both the academic literature and policy community. The first essay …