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LSM: A DSGE model for Luxembourg
Economic Modelling, 2011Luxembourg is a small open economy with a set of particular features, including rather limited competition in the domestic goods market, strong union power, and a segmented labour market for resident and non-resident workers. In this paper we develop a medium scale DSGE model that captures these features, calibrate it to mimic the actual behaviour of ...
Szabolcs Deák +3 more
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Aggregation problem in DSGE model
2015 International Conference on Behavioral, Economic and Socio-cultural Computing (BESC), 2015The aim of this paper is investigating the estimation bias of the standard New Keynesian DSGE econometric procedure in an environment comprising heterogeneous and interactive agents. In this case, the standard New Keynesian DSGE econometric procedures may generate spurious evidence in aggregate equations.
Lian-Sheng Yang +3 more
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VARMA Representation of DSGE Models
SSRN Electronic Journal, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation
2018We present a new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model. We use the DSGE model priors to determine the moments of an independent Normal-Wishart prior for the VAR parameters.
Filippeli, Thomai +2 more
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Parallel Tempering for DSGE Estimation
Dans cette étude, j’élabore un algorithme de Monte-Carlo par chaînes de Markov (MCMC) fondé sur une population, soit une atténuation parallèle, pour estimer des modèles d’équilibre général dynamique et stochastique (EGDS). L’atténuation parallèle fait une approximation de la distribution d’intérêt a posteriori à l’aide d’une famille de chaînes de ...openaire +2 more sources
Estimating DSGE Models: Recent Advances and Future Challenges
Annual Review of Economics, 2021Jesus Fernández-Villaverde +1 more
exaly
, 2008 We explore this issue by estimating our RBC model on US and UK data.
Richard Harrison +3 more
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MARKUPS AND ENTRY IN A DSGE MODEL [PDF]
, 2012 This paper provides a DSGE model with firm entry. Simulations show that the model matches the synchronization of markups and entry observed in the data while at the same time reproducing empirically plausible moments for key macroeconomic variables. Sticky prices are essential for these results.
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Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR
International Economic Journal, 2023Erlan Konebayev
exaly