Results 91 to 100 of about 7,201 (228)
Trend Inflation and the Costs of Price Dispersion in a Fiscal DSGE Model
South African Journal of Economics, Volume 94, Issue 3, September 2026.ABSTRACT Most inflation‐targeting frameworks allow for a positive trend inflation rate, yet its optimal level remains uncertain. The extended deliberation in South Africa to move from a 3%–6% target band to a 3% target (with a 1% tolerance band) illustrates this tension.
Clinton Joel, Hylton Hollander
wiley +1 more source
EconomíaThis paper develops an open-economy model with banks operating under monopolistic competition, two types of credit subject to credit risk—corporate and mortgage—and Basel-type capital requirements.
Aldo Rodríguez Mercado
doaj +1 more source
A Predictive Likelihood Approach to Bayesian Averaging
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis.
Tomáš Jeřábek, Radka Šperková
doaj +1 more source
Crisis propagation in a heterogeneous self-reflexive DSGE model. [PDF]
PLoS One, 2021 Morelli F +3 more
europepmc +1 more source
Monetary–Fiscal Coordination in South Africa: Aligning the Stars
South African Journal of Economics, Volume 94, Issue 3, September 2026.ABSTRACT Monetary–fiscal policy tensions build‐up when debt is rising and inflation is falling. We introduce the concept of a fiscal‐neutral rate (fiscal r‐star) into a two‐agent new Keynesian dynamic stochastic general equilibrium model estimated with South African data.
Roy Havemann, Hylton Hollander
wiley +1 more source
EL MULTIPLICADOR MONETARIO EN EL CICLO ECONÓMICO DE LA ARGENTINA
Revista de Economía Política de Buenos Aires, 2017 RESUMEN El carácter procíclico de los agregados monetarios es un hecho que ha sido explicado por la presencia del multiplicador monetario de carácter endógeno.
Danilo Rogelio Trupkin +3 more
doaj
A Proposal for a Flexible Trend Specification in DSGE Models
Review of Economic Perspectives, 2016 In this paper I propose a flexible trend specification for estimating DSGE models on log differences. I demonstrate this flexible trend specification on a New Keynesian DSGE model of two economies, which I consequently estimate on data from the Czech ...
Slanicay Martin
doaj +1 more source
Waste recycling policies and Covid-19 pandemic in an E-DSGE model. [PDF]
Waste Manag, 2022 Argentiero A, D'Amato A, Zoli M.
europepmc +1 more source
Foreign Exchange Regimes in (Normal Times and) Times of War: Insights From Ukraine
Scottish Journal of Political Economy, Volume 73, Issue 3, July 2026.ABSTRACT On February 24, 2022, as Russia invaded, the National Bank of Ukraine switched from a flexible to a fixed‐exchange rate regime. Was this optimal? We develop a tractable but carefully calibrated open‐economy model of Ukraine with nominal rigidities and frictions in international financial markets.
Oliver de Groot, Yevhenii Skok
wiley +1 more source
Can a simple DSGE model outperform Professional Forecasters? [PDF]
DSGE models have recently become one of the most frequently used tools in policy analysis. Nevertheless, their forecasting proprieties are still unexplored.
Michal Rubaszek, Pawel Skrzypczynski
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