Results 101 to 110 of about 25,753 (205)
Economia Aplicada, 2018 O trabalho busca analisar a transmissão dos choques no spread de crédito bancário para as demais variáveis da economia e suas implicações para a condução da política monetária no Brasil. Para isso, foi estimado um modelo DSGE com fricções financeiras.
André Francisco Nunes de Nunes +1 more
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Retracted: A DSGE Decision Model for Investigating the LPR Transmission Effect. [PDF]
Comput Intell Neurosci, 2023 Intelligence And Neuroscience C.
europepmc +1 more source
A Comparative Analysis of the Calibrated DSGE Model and SSA Method Results on the Latvian Economy
EconomiesThis article examines the theoretical foundations of economic forecasting based on DSGE models. DSGE models are the main direction of contemporary macroeconomics theory—the inclusion of the stochastic processes and expectations of economic agents in the ...
Sergejs Hilkevics, Valentina Semakina
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Trends of Macroeconomic Models
Управленческое консультирование, 2019 This article provides an overview and analysis of the ideas of the leading macroeconomists expressed in the issue “Rebuilding Macroeconomic Theory”, Oxford Review of Economic Policy journal. These ideas were expressed in connection with the discussion of
M. Yu. Andreyev, A. V. Polbin
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Investigating the monetary policy risk channel based on the dynamic stochastic general equilibrium model: Empirical evidence from Iran. [PDF]
PLoS One, 2023 Peykani P +3 more
europepmc +1 more source
Can a simple DSGE model outperform Professional Forecasters? [PDF]
DSGE models have recently become one of the most frequently used tools in policy analysis. Nevertheless, their forecasting proprieties are still unexplored.
Michal Rubaszek, Pawel Skrzypczynski
core
Take your model bowling: forecasting with general equilibrium models [PDF]
During the past two decades, dynamic stochastic general equilibrium (DSGE) models have taken center stage in academic macroeconomics. Nonetheless, these models are still rarely used in policy-making and forecasting.
Frank Schorfheide, Marco Del Negro
core
Effects of China's low-carbon policy under stochastic shocks-a multi-agent DSGE model analysis. [PDF]
Environ Sci Pollut Res Int, 2023 Guo X, Xiao B.
europepmc +1 more source
Beyond the DSGE Straitjacket [PDF]
Academic macroeconomics and the research department of central banks have come to be dominated by Dynamic, Stochastic, General Equilibrium (DSGE) models based on micro-foundations of optimising representative agents with rational expectations.
Pesaran, Hashem, Smith, Ron P.
core
The Role of Trends and Detrending in DSGE Models [PDF]
The paper discusses the role of stochastic trends in DSGE models and effects of stochastic detrending. We argue that explicit structural assumptions on trend behavior is convenient, namely for emerging countries.
Andrle, Michal
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