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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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VARMA Representation of DSGE Models
SSRN Electronic Journal, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2009
DSGE Slovakia is a medium size New Keynesian open economy model designed to simulate dynamic behavior of Slovak economy. It consists of about 50 equations and contains all important macroeconomic variables including real GDP and all its main components- consumption, investment, government expenditures, import and export then factors of production ...
Juraj Zeman, Matus Senaj
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DSGE Slovakia is a medium size New Keynesian open economy model designed to simulate dynamic behavior of Slovak economy. It consists of about 50 equations and contains all important macroeconomic variables including real GDP and all its main components- consumption, investment, government expenditures, import and export then factors of production ...
Juraj Zeman, Matus Senaj
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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
2022
This documentation concisely describes the dynamic stochastic general-equilibrium model that the ifo Institute currently uses for simulations and business-cycle analysis. The model consists of three countries and contains a wide range of rigidities. The model is regularly estimated by quarterly macroeconomic data.
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This documentation concisely describes the dynamic stochastic general-equilibrium model that the ifo Institute currently uses for simulations and business-cycle analysis. The model consists of three countries and contains a wide range of rigidities. The model is regularly estimated by quarterly macroeconomic data.
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Munkapiaci súrlódások DSGE modellekben
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2012The purpose of this paper is to describe the basic model of labour-market search and its usage in a New Keynesian (DSGE) setting. A general description is followed by an account of how this approach can be used to understand Hungary s macroeconomic developments better.
Kónya, István, Jakab M., Zoltán
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Comparing Hybrid DSGE Models [PDF]
, 2012 This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical features of the DSGE model.
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