Results 121 to 130 of about 25,753 (205)
A Small BVAR-DSGE Model for Forecasting the Australian Economy [PDF]
This paper estimates a small structural model of the Australian economy, designed principally for forecasting the key macroeconomic variables of output growth, underlying inflation and the cash rate.
Andrew Hodge, Robyn Stuart, Tim Robinson
core
Bayesian estimation of a dynamic stochastic general equilibrium model with health disaster risk. [PDF]
Stoch Environ Res Risk Assess, 2023 Keshavarzi A, Horry HR.
europepmc +1 more source
A dissection of Indian growth using a DSGE filter. [PDF]
J Asian Econ, 2022 Sharma S, Behera H.
europepmc +1 more source
Non-stationary hours in a DSGE model [PDF]
The time series fit of dynamic stochastic general equilibrium (DSGE) models often suffers from restrictions on the long-run dynamics that are at odds with the data.
Frank Schorfheide +2 more
core
EL MULTIPLICADOR MONETARIO EN EL CICLO ECONÓMICO DE LA ARGENTINA
Revista de Economía Política de Buenos Aires, 2017 RESUMEN El carácter procíclico de los agregados monetarios es un hecho que ha sido explicado por la presencia del multiplicador monetario de carácter endógeno.
Danilo Rogelio Trupkin +3 more
doaj
Combining Multivariate Density Forecasts Using Predictive Criteria [PDF]
This paper combines multivariate density forecasts of output growth, inflation and interest rates from a suite of models. An out-of-sample weighting scheme based on the predictive likelihood as proposed by Eklund and Karlsson (2007) and Andersson and ...
Hugo Gerard, Kristoffer Nimark
core
Comments on Epidemics in the New Keynesian model by Eichenbaum, Rebelo, and Trabandt". [PDF]
J Econ Dyn Control, 2022 Melosi L.
europepmc +1 more source
Has Germany's temporary VAT rates cut as part of the COVID-19 fiscal stimulus boosted growth? [PDF]
J Policy Model, 2022 Funke M, Terasa R.
europepmc +1 more source
DSGE model-based forecasting of non-modelled variables [PDF]
This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables).
Frank Schorfheide +2 more
core
Optimal Environmental Policy for Heterogeneous Governments in China. [PDF]
Int J Environ Res Public Health, 2023 Wang R, Bian Y, Gao H, Hou J.
europepmc +1 more source