Results 291 to 300 of about 37,604 (320)

DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation

2018
We 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, Harrison, Richard, Theodoridis, Konstantinos   +2 more
openaire   +1 more source

Carbon tax, economic uncertainty and tourism: A DSGE approach

Journal of Hospitality and Tourism Management, 2021
Fangdong Cao, Yan Zhang, Jiekuan Zhang
semanticscholar   +1 more source

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, 2021
Jesus Fernandez-Villaverde, Pablo A Guerron-Quintana   +1 more
exaly  

Credit and Banking in a DSGE Model of the Euro Area

, 2010
Andrea Gerali, S. Neri, L. Sessa, F. Signoretti   +3 more
semanticscholar   +1 more source

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.
openaire   +1 more source

Breaks in DSGE models [PDF]

, 2008
We explore this issue by estimating our RBC model on US and UK data.
Richard Harrison, George Kapetanios, Alasdair Scott, Jana Eklund   +3 more
openaire  

Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR

International Economic Journal, 2023
Erlan Konebayev
exaly  

Forecasting crude oil prices with DSGE models

International Journal of Forecasting, 2021
Michał Rubaszek
exaly  

Bayesian Analysis of DSGE Models

Econometric Reviews, 2007
Sungbae An, Frank Schorfheide
exaly