Explore how inflation dynamics influence economic stability, with a focus on the behavior of inflation derivatives and the impact of parameter conditions.

A proof of key economic results using stochastic comparative statics, focusing on equilibrium interest rates and their implications for economic stability.

Discover how a new New Keynesian model reinterprets the Phillips curve, integrates nominal rigidity, and disproves classical Keynesian equivalence.

Explore the anti-Taylor policy rule, its mathematical proof, and implications for monetary policy stability, equilibrium, and New Keynesian macroeconomics.

Learn how idiosyncratic risk, small noise, and staggered optimization reshape traditional microeconomic equilibrium theories.

Explore how output neutrality and slope coefficients challenge traditional inflation models, reshape Keynesian economics, and influence modern monetary policy.

Discover how econometric duality connects model fit, topology, and biases, revealing key insights into Keynesian microfoundations and ZINSS approximations.

Explore new insights into the Phillips Curve, price rigidity, trade-offs in monetary policy, and structural shocks in modern Keynesian economics.

This article explores how economic models break down near zero interest rates, discussing price changes, market failures, and the effects of economic rigidity.

Learn how algebraic geometry techniques, like schemes and rings, help identify when economic models break down or shift unexpectedly.

This article explores how homology theory and bifurcation analysis help understand economic dynamics, shocks, and singularities in the Calvo New Keynesian model

This article explores singularities and covers in the ZINSS of the Calvo model, highlighting non-linear behavior and pathologies near singularities.

This paper proves the non-differentiability of the Calvo New Keynesian model at ZINSS, explaining how constraints disrupt the derivative in recursive equilibria

An exploration of bifurcation analysis in the Calvo model, focusing on singularities, market failure, and the mathematical pathology affecting DSGE models.

Presents!

A critical discussion of Theorems 3 and 5 reveals why some DSGE models fail under certain assumptions, offering insights into their robustness and limitations.

Explore the proofs of Theorems 3 and 4 in DSGE models, exploring compactness, eigenvalue configurations, and contradictions to establish stochastic equilibrium

A masterclass in fake personalisation

Explore the existence and uniqueness results for recursive equilibrium in DSGE models, applying to Rotemberg and Calvo frameworks with key mathematical insights

Learn how Philips curve error coefficients are derived, their stochastic equilibrium connections, & the challenges of numerical approximations in macroeconomics

Explore the econometric challenges of slope coefficients in the log-linearized Phillips curve, addressing dynamic errors and price dispersion effects.