Results 21 to 30 of about 843 (186)
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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An evaluation of the forecast performance of DSGE and VAR Models: The case of a developing country
Business Review, 2019 This paper estimates a DSGE model and three versions of VAR models (VARX, BVARX and BVAR) to analyze forecasting performance of these models in context of Pakistan.
Shahzad Ahmad, Adnan Haider
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Comparing Effects of Monetary Shocks Caused by Monetary Base and Monetary Multiplier in Iranian Economy [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2017 Designing a New-Keynesian dynamic stochastic general equilibrium model, in this paper, we evaluate the impacts of monetary shocks originated from monetary base and monetary multiplier on fluctuations of macroeconomic variables in Iranian economy.
Hassan Dargahi, Mehdi Hadian
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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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The dynamics of the beta coefficient of stock prediction in the framework of structural macroeconomic models [PDF]
تصمیم گیری و تحقیق در عملیات, 2019 The present research is aimed at predicting the beta coefficient (systematic risk) prediction dynamics within the framework of two macroeconomic structural models, the model in the context of dynamic stochastic general equilibrium (DSGE) and Panel Vector
Meisam Kaviani
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Production Structure and Multiple Equilibria - A DSGE Perspective [PDF]
SHS Web of Conferences, 2023 This paper integrates the Austrian school’s production structure theory and financial market theory, considers the impact of heterogeneity of firms’ production cycles on economic fluctuations, constructs a DSGE model that incorporates production ...
Hu Quan, Wang Siwei
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Buletin Ekonomi Moneter dan Perbankan, 2023 The use of foreign exchange intervention in an inflation-targeting framework raises the question regarding its role. In addition, in an environment of volatile capital flows, how the risk appetite of foreign investors might impact the economy is worth ...
Alexander Lubis +2 more
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Potential Output in DSGE Models [PDF]
SSRN Electronic Journal, 2011 In view of the increasing use of Dynamic Stochastic General Equilibrium (DSGE) models in the macroeconomic projections and the policy process, this paper examines, both conceptually and empirically, alternative notions of potential output within DSGE models.
Igor Vetlov +4 more
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Effets de la stratégie de relance post-COVID-19 de la BCEAO sur les agrégats économiques au Togo
Revue Internationale des Économistes de Langue Française, 2021 Les conséquences des mesures barrières anti COVID-19 ont été dommageables sur l'activité économique. Afin de stimuler la relance économique, la BCEAO propose une réduction de 20% de son taux directeur (2,5% à 2%). Notre étude propose une pré-évalua- tion
Segnon Aguey +2 more
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