Results 111 to 120 of about 23,530 (228)
Bank credit and money creation in a DSGE model of a small open economy
Baltic Journal of Economics, 2019 By the act of lending banks do not actually intermediate pre-accumulated real resources but rather create new financial resources in the form of deposits. Therefore, bank credit needs to be modelled as a monetary phenomenon, which directly fuels domestic
Jaunius Karmelavičius +1 more
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
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
Can the water resources tax policy effectively stimulate the water saving behavior of social water users? A DSGE model embedded in water resources tax. [PDF]
PLoS One, 2023 Wu Z, Tian G, Han X, Li J, Xia Q.
europepmc +1 more source
GDP at risk in a DSGE model: an application to banking sector stress testing [PDF]
We suggest a complementary tool for financial stability analysis based on stochastic simulation of a dynamic stochastic general equilibrium model (DSGE) of the macro economy. The paper relates to financial stability research in which financial aggregates
Jokivuolle, Esa +2 more
core
Metroeconomica, Volume 77, Issue 2, Page 191-205, May 2026.ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 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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An estimated DSGE model of the Hungarian economy [PDF]
This paper presents and estimates a dynamic stochastic general equilibrium (DSGE) small-open-economy model for the Hungarian economy. The model features different types of frictions, real and nominal rigidities which are necessary to replicate the ...
Balázs Világi, Zoltán M. Jakab
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Evaluating Asset Pricing Implications of DSGE Models [PDF]
This paper conducts an econometric evaluation of structural macroeconomic asset pricing models. A one-sector dynamic stochastic general equilibrium model (DSGE) with habit formation and capital adjustment costs is considered.
Frank Schorfheide, Kevin L. Reffett
core
Estimation of quasi-rational DSGE monetary models [PDF]
This paper proposes the estimation of small-scale dynamic stochastic general equilibrium (DSGE) monetary models under the quasi-rational expectations (QRE) hypothesis.
Luca Fanelli
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