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Author: Pierpaolo Benigno

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CEP discussion paper
Second-Order Approximation of Dynamic Models with Time-Varying Risk

This paper provides first and second-order approximation methods for the solution of nonlinear dynamic stochastic models in which the exogenous state variables follow conditionally-linear stochastic processes displaying ...Read more...

Gianluca Benigno, Pierpaolo Benigno and Salvatore Nistico

December 2010

CEP discussion paper
Designing Target Rules for International Monetary Policy Cooperation

This study analyzes a two-country dynamic general equilibrium model with nominal rigidities, monopolistic competition and producer currency pricing. A quadratic approximation to the utility of the consumers is derived an...Read more...

Pierpaolo Benigno and Gianluca Benigno

December 2004