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
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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
"Causes of Financial Instability: Don’t Forget Finance" [PDF]
Given the economy's complex behavior and sudden transitions as evidenced in the 2007–08 crisis, agent-based models are widely considered a promising alternative to current macroeconomic practice dominated by DSGE models.
Dirk J. Bezemer
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
BAYESIAN FORECAST COMBINATION IN VAR-DSGE MODELS
, 2017 Cong Duc Tran, Xue Li
openalex +2 more sources
Does inattentiveness matter for DSGE modeling? An empirical investigation
, 2022 Jen-Yu Chou +2 more
openalex +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
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
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Como o Banco Central tem reagido aos choques (bolhas) nos preços das habitações brasileiras? Uma análise por meio por meio do Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) [PDF]
, 2016 Cássio da Nóbrega Besarria +2 more
openalex +1 more source