Results 41 to 50 of about 834 (189)
Stochastic volatility and DSGE models [PDF]
Economics Letters, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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On the statistical identification of DSGE models [PDF]
Journal of Econometrics, 2009 Dynamic Stochastic General Equilibrium (DSGE) models are now considered attractive by the profession not only from the theoretical perspective but also from an empirical standpoint. As a consequence of this development, methods for diagnosing the fit of these models are being proposed and implemented.
Consolo, Agostino. +2 more
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Towards an effective fiscal stimulus: Evidence from Botswana
Cogent Economics & Finance, 2020 While there is a general agreement on the effectiveness of fiscal stimulus, there is no consensus on which stimulus is better. To address this concern, this paper uses a Dynamic Stochastic General Equilibrium (DSGE) model to propose a fiscal stimulus ...
Sayed O. M. Timuno, Joel Hinaunye Eita
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DSGE Model-Based Forecasting [PDF]
SSRN Electronic Journal, 2012 Abstract Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for all three purposes – forecasting, story-telling, and policy experiments – and review their forecasting ...
Marco Del Negro, Frank Schorfheide
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DSGE Models and the Lucas Critique [PDF]
SSRN Electronic Journal, 2013 Abstract Modern DSGE models are microfounded and have deep parameters that should be invariant to changes in economic policy, so in principle they are not subject to the Lucas critique. But the literature has already established that misspecification issues also cause parameter instability after policy changes in DSGE models.
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Financial Inclusion and Monetary Policy in Iran
برنامهریزی و بودجه, 2022 The present study investigated the effectiveness of monetary policy and its consequences for financially included and excluded households using a calibrated new Keynesian dynamic stochastic general equilibrium (DSGE) for Iran.
Alireza Fardhariri +2 more
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Croatian Operational Research Review, 2017 Assumptions on market structure are crucial in formulating dynamic stochastic general equilibrium (DSGE) models. The inclusion of the price stickiness assumption in DSGE models has questioned the money neutrality, which is a characteristic of DSGE models
Ksenija Dumičić +2 more
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Bayesian Estimation of DSGE Models [PDF]
SSRN Electronic Journal, 2012 We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We focus on New Keynesian (NK) DSGE models because of the interest shown in this class of models by economists in academic and policy-making institutions.
Pablo A Guerron-Quintana, James M Nason
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Método numérico para la calibración de un modelo dsge [PDF]
Desarrollo y Sociedad, 2011 En este artículo se propone un método numérico para la calibración de un modelo de equilibrio general dinámico y estocástico (dsge). Esencialmente, este consiste en utilizar un algoritmo híbrido de optimización, primero para encontrar un estado ...
Pietro Bonaldi +3 more
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