Solving Linear Rational Expectations Models: A Horse Race

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Tailored randomized block MCMC methods with application to DSGE models (2010, methodology): “Substantial pre-run tuning effort is often necessary, which can add considerably to the overall time of implementation. For one, it turns out that the effect of the starting value of the Markov chain can wear off slowly, thus necessitating large simulation sample sizes of the order of many hundreds ”
How should environmental policy respond to business cycles? Optimal policy under persistent productivity shocks (2011, unknown): “Anderson (2008) compares the practicality of several different methods for solving linear rational expectations models and finds that the AMA provides the highest accuracy and significant gains in computational efficiency.”