Results 21 to 30 of about 25,753 (205)
Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model
EconomiA, 2016 The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE) model using Bayesian methods and allowing for Markov switching of ...
Caio César Soares Gonçalves +2 more
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The Consequences of Ignoring the Non-Ricardian Households in the Ramsey Optimal Monetary Policy and Macroeconomic Variables (In the Form of DSGE Model) [PDF]
پژوهشهای اقتصادی, 2022 The purpose of this study is to investigate the impact of adding a non-Ricardian household to a DSGE model in choosing the Ramsey optimal monetary policy and consequently the effects on macroeconomic variables (such as output gap, consumption gap ...
Mohammadjavad Khosrosereshki +2 more
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MODELOS DSGE NA TEORIA ECONÔMICA: UMA ABORDAGEM BIBLIOMÉTRICA [PDF]
Revista de Economia ContemporâneaRESUMO: O artigo estuda os modelos Dinâmico de Equilíbrio Geral Estocástico (DSGE) desde sua origem até 2016, tendo como objetivos mostrar a evolução da quantidade de publicações sobre DSGE, os artigos mais citados, os periódicos que mais publicam e os ...
Bruno Roberto Dammski +1 more
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Applied Economics, 2015 We use available methods for testing macro models to evaluate a model of China over the period from Deng Xiaoping’s reforms up until the crisis period. Bayesian ranking methods are heavily influenced by controversial priors on the degree of price/wage rigidity.
Dai, Li, Minford, Patrick, Zhou, Peng
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Monetary-fiscal policies interactions and optimal rules in Egypt [PDF]
Review of Economics and Political Science, 2020 Purpose – This paper aims to estimate a New Keynesian small open economy dynamic stochastic general equilibrium (DSGE) model for Egypt using Bayesian techniques and data for the period FY2004/2005:Q1-FY2015/2016:Q4 to assess monetary and fiscal policy ...
Sherine Al-shawarby, Mai El Mossallamy
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A Comparison Analysis of Monetary Policy Effect Under an Open Economy Model
East Asian Economic Review, 2018 The paper analyzes and compares the effects of domestic monetary policy using DSGE, DSGE-VAR, and VAR based on a two-country open economy model of Korea and the U.S.
Keun Yeong Lee
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Revista de Economía del Rosario, 2018 Este artículo presenta un modelo de Equilibrio General Dinámico Estocástico (dsge) en el que se incluye explícitamente la demanda de dinero, las decisiones de inversión, el papel de los intermediarios financieros y el balance del Banco Central.
Jesús Alonso Botero García +3 more
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پویایی پیشبینی ضریب بتای سهام در چارچوب مدلهای ساختاری اقتصاد کلان [PDF]
تصمیم گیری و تحقیق در عملیات, 2019 پژوهش حاضر به پویایی پیشبینی ضریب بتای (ریسک سیستماتیک) در چارچوب دو مدل ساختاری اقتصاد کلان یعنی الگوی در چارچوب الگوی تعادل عمومی تصادفی پویا (DSGE) و خودرگرسیون برداری پانل (PVAR) با لحاظ کردن دادههای مالی شرکتها و برخی از واقعیات مشاهده شده در ...
میثم کاویانی
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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.
Thomai Filippeli +2 more
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Revisiting the effect of financial crisis and banking reforms on the effectiveness of monetary policy transmission mechanism in Nigeria [PDF]
Ekonomski AnaliUnderstanding the effect of the extent of financial intermediation on the performance of monetary policy transmission channels is crucial to the formulation of monetary policy. To this end, the paper tested the validity of the above statement in
Apanisile Olumuyiwa Tolulope
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