Results 111 to 120 of about 7,201 (228)
A Small BVAR-DSGE Model for Forecasting the Australian Economy [PDF]
This paper estimates a small structural model of the Australian economy, designed principally for forecasting the key macroeconomic variables of output growth, underlying inflation and the cash rate.
Andrew Hodge, Tim Robinson, Robyn Stuart
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Impulse response identification in DSGE models [PDF]
Dynamic stochastic general equilibrium (DSGE) models have become a widely used tool for policymakers. This paper modifies the global identification theory used for structural vector autoregressions, and applies it to DSGE models.
Martin Fukac
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DSGE Slovakia is a medium size New Keynesian open economy model designed to simulate dynamic behavior of Slovak economy. It consists of about 50 equations and contains all important macroeconomic variables including real GDP and all its main components ...
Matus Senaj, Juraj Zeman
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DSGE model-based estimation of the New Keynesian Phillips curve [PDF]
This paper surveys estimates of New Keynesian Phillips curve (NKPC) parameters that have been obtained by fitting fully specified dynamic stochastic general equilibrium (DSGE) models to U.S. data.
Frank Schorfheide
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A DSGE Model of Slovakia with Frictional Labor Market and Monetary Regime Switch
Review of Economic Perspectives, 2017 The aim of this paper is to examine the dynamical and structural characteristics of Slovakia using a dynamic stochastic general equilibrium model augmented with search and matching mechanisms and other forms of frictions.
Pápai Adam
doaj +1 more source
QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy [PDF]
This paper develops a DSGE model for an open economy and estimates it on euro area data using Bayesian estimation techniques. The model features nominal and real frictions, as well as financial frictions in the form of liquidity constrained households ...
Marco Ratto +2 more
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Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain
, 2009 We estimate a New Keynesian DSGE model on French, German and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure ( ”Estimate of Set of Stable parameters ...
Jerger, Jürgen, Röhe, Oke
core +1 more source
The Effect of Inflation Targeting Shock on the Balance Sheet in Iranian Banking System [PDF]
مطالعات مالی و بانکداری اسلامی, 2016 In this paper we examined the effects of inflation targeting regime based on the contents of Iranian banking system financial statements during the period of 1981-2014 using Dynamic Stochastic General Equilibrium (DSGE) model. To estimate DSGE parameters,
Azam Ahmadian +2 more
doaj
Retracted: A DSGE Decision Model for Investigating the LPR Transmission Effect. [PDF]
Comput Intell Neurosci, 2023 Intelligence And Neuroscience C.
europepmc +1 more source
Confidence collapse in a multihousehold, self-reflexive DSGE model. [PDF]
Proc Natl Acad Sci U S A, 2020 Morelli FG +3 more
europepmc +1 more source