Results 81 to 90 of about 25,753 (205)
International Journal of Engineering Business Management, 2018 Large body of empirical literature points to the tight integration of financial and credit markets with real economic activity as well as the need for inclusion of financial frictions into macroeconomic modelling.
Irena Palić
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Putting the New Keynesian DSGE model to the real-time forecasting test [PDF]
Dynamic stochastic general equilibrium models have recently become standard tools for policy-oriented analyses. Nevertheless, their forecasting properties are still barely explored.
Kolasa, Marcin +2 more
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(WP 2016-02) The Limits of Central Bank Forward Guidance under Learning [PDF]
, 2016 Central bank forward guidance emerged as a pertinent tool for monetary policymakers since the Great Recession. Nevertheless, the effects of forward guidance remain unclear.
Cole, Stephen J.
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Handbook on DSGE Models: Some Useful Tips in Modeling a DSGE Models [PDF]
SSRN Electronic Journal, 2015 Despite there are useful books and text books from recognized authors about modeling macroeconomics through various types of methods and methodologies, “Some Useful tips in Modeling a DSGE models” try to add special features through an economist can use to model macro and micro relations to explain different scenarios in an specific economy.
openaire +2 more sources
Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023
Journal of Economic Surveys, Volume 40, Issue 2, Page 783-820, April 2026.ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela +1 more
wiley +1 more source
Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models [PDF]
This paper shows how to identify the structural shocks of a Vector Autore- gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process.
Alexander Kriwoluzky
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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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The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Some aspects of construction and use of dynamic stochastic general equilibrium (DSGE) models
Вестник Пермского университета: Серия Экономика, 2016 The article deals with practical aspects of constructing dynamic stochastic general equilibrium models (DSGE). A basic model of the real business cycle theory (RBC) is considered.
Dmitriy Nikolaevich Shults +1 more
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International Studies of Economics, Volume 21, Issue 1, Page 73-89, March 2026.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source