Results 151 to 160 of about 29,308 (254)

A DSGE-VAR for the Euro Area [PDF]

This paper uses a modified version of the DSGE model estimated in Smets and Wouters (2003) to generate a prior distribution for a vector autoregression, following the approach in Del Negro and Schorfheide (2003). This DSGE-VAR is fitted to Euro area data
Frank Schorfheide, Marco Del Negro
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Rescuing private DSGE

, 2015
1. Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. 2. Housing driven Growth: does it really exist?
openaire   +1 more source

Uncertainty before and during COVID-19: A survey. [PDF]

J Econ Surv, 2022
Castelnuovo E.
europepmc   +1 more source

Sticky prices versus monetary frictions: an estimation of policy trade-offs [PDF]

We develop a two-sector monetary model with a centralized and decentralized market. Activities in the centralized market resemble those in a standard New Keynesian economy with price rigidities.
Frank Schorfheide, S. Boragan Aruoba
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The macroeconomic impacts of the COVID-19 pandemic: A SIR-DSGE model approach. [PDF]

China Econ Rev, 2022
Chan YT.
europepmc   +1 more source

Rationale behind the responses of monetary policy to the real exchange rate in small open economies [PDF]

We estimate how monetary policy works in small open economies. To do so, we build a dynamic stochastic general equilibrium model that incorporates the basic features of these economies.
Carlos Garcia, Wildo Gonzalez
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An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and Inflation Risk Premia

, 2011
Martin Møller Andreasen
openalex   +1 more source

Identification problems in the solution of linearized DSGE models [PDF]

This article analyzes identification problems that may arise while linearizing and solving DSGE models. A criterion is proposed to determine whether or not a set of parameters is partially identifiable, in the sense of Canova and Sala (2009), based on ...
Jean Pietro Bonaldi
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Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends

, 2008
Martin Møller Andreasen
openalex   +1 more source

Bayesian Estimation of DSGE Models [PDF]

We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We focus on New Keynesian (NK)DSGE models because of the interest shown in this class of models by economists in academic and policy-making ...
James M Nason, Pablo A Guerron-Quintana
core