Results 121 to 130 of about 23,530 (228)
A dynamic stochastic general equilibrium model for Switzerland [PDF]
This paper presents a DSGE (dynamic stochastic general equilibrium) model of the Swiss economy used since 2007 in the monetary policy decision process at the Swiss National Bank.
Harris Dellas +2 more
core
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
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
core
Combining Multivariate Density Forecasts Using Predictive Criteria [PDF]
This paper combines multivariate density forecasts of output growth, inflation and interest rates from a suite of models. An out-of-sample weighting scheme based on the predictive likelihood as proposed by Eklund and Karlsson (2007) and Andersson and ...
Hugo Gerard, Kristoffer Nimark
core +3 more sources
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
Potential Output in DSGE Models [PDF]
In view of the increasing use of Dynamic Stochastic General Equilibrium (DSGE) models in the macroeconomic projections and the policy process, this paper examines, both conceptually and empirically, alternative notions of potential output within DSGE ...
Henrik Kucsera +4 more
core +1 more source
Informing DSGE Models Through Dynamic Factor Models
Journal of Applied EconometricsABSTRACTStructural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models. We assess the usefulness of SDFM for DSGE
Forni, Mario +3 more
openaire +2 more sources
The External Finance Premium and the Macroeconomy: US post-WWII Evidence [PDF]
This paper embeds the financial accelerator into a medium-scale DSGE model and estimates it using Bayesian methods. Incorporation of financial frictions enhances the model's description of the main macroeconomic aggregates.
Ferre De Graeve
core +3 more sources
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
Retracted: A DSGE Decision Model for Investigating the LPR Transmission Effect. [PDF]
Comput Intell Neurosci, 2023 Intelligence And Neuroscience C.
europepmc +1 more source