Results 271 to 280 of about 37,604 (320)

Are macroeconomic policies better in curbing air pollution than environmental policies? A DSGE approach with carbon-dependent fiscal and monetary policies

, 2020
The environmental impacts of macroeconomic policies, and their interaction with climate policies are under-researched in the existing literature. This paper compares the effectiveness of standard macroeconomic tools (fiscal and monetary policies) with ...
Y. Chan
semanticscholar   +1 more source

Rent-seeking in an emerging market: A DSGE approach

, 2021
Due to the fact that rent-seeking is by definition an unobservable variable, measuring its size and evolution over the business cycle can be a daunting challenge.
Celso Júnior, Alejandro C. García-Cintado   +1 more
semanticscholar   +1 more source

Environmental tax shocks and carbon emissions: An estimated DSGE model

Structural Change and Economic Dynamics, 2018
We develop an energy-environment-economy dynamic stochastic general equilibrium (DSGE) model with five sectors, including households, energy, government, final goods, and the environment.
Xilong Yao, Shuai Shao, Ding Li
exaly   +2 more sources

Oil sanctions and their transmission channels in the Iranian economy: A DSGE model

, 2021
The political history of Iran in the last 67 years shows that Iran has always been the target of sanctions especially oil-related sanctions imposed by other countries and international organizations.
S. Nakhli, M. Rafat, Rasul Bakhshi Dastjerdi, M. Rafei   +3 more
semanticscholar   +1 more source

The RPEs of RBCs and other DSGEs

Journal of Economic Dynamics and Control, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
David Evans, George W. Evans, Bruce McGough   +2 more
openaire   +3 more sources

VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS

Econometric Theory, 2021
A popular validation procedure for Dynamic Stochastic General Equilibrium (DSGE) models consists in comparing the structural shocks and impulse-response functions obtained by estimation-calibration of the DSGE with those obtained in an Structural Vector ...
M. Lippi
semanticscholar   +1 more source

DSGE priors for BVAR models [PDF]

Empirical Economics, 2014
Similar to Ingram and Whiteman (J Monet Econ 34:497–510, 1994), De Jong et al. (in: Proceedings of the American Statistical Association Bayesian, 1993) and Negro and Schorfheide (Int Econ Rev 45:643–673, 2004) , this study proposes a methodology of constructing dynamic stochastic general equilibrium (DSGE) consistent prior distributions for Bayesian ...
Filippeli, T, Theodoridis, K
openaire   +3 more sources

DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation [PDF]

Econometrics and Statistics, 2020
A new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model is presented. The DSGE model priors are used to determine the moments of an independent Normal-Wishart prior for the VAR parameters.
Richard Harrison, Konstantinos Theodoridis   +1 more
exaly   +4 more sources

DSGE pileups

Journal of Economic Dynamics and Control, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Real-time forecast of DSGE models with time-varying volatility in GARCH form

International Review of Financial Analysis
Recent research shows that time-varying volatility plays a crucial role in nonlinear modeling. Contributing to this literature, we suggest a DSGE-GARCH approach that allows for straight-forward computation of DSGE models with time-varying volatility.
S. Çekin, S. Ivashchenko, Rangan Gupta, Chien‐Chiang Lee   +3 more
semanticscholar   +1 more source