Results 131 to 140 of about 7,201 (228)
Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) [PDF]
The paper discusses prior elicitation for the parameters of dynamic stochastic general equilibrium (DSGE) models, and provides a method for constructing prior distributions for a subset of these parameters from beliefs about the moments of the endogenous
Marco Del Negro, Frank Schorfheide
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A DSGE Model for the Slovenian Economy: Model Estimates and Application
Economic and Business Review, 2019 Economic and Business ...
openaire +4 more sources
Stock market wealth effects in an estimated DSGE model for Hong Kong [PDF]
This paper develops and estimates an open economy dynamic stochastic general equilibrium (DSGE) model of the Hong Kong economy. The model features short-run price rigidities generated by monopolistic competition and staggered reoptimisation. The model is
Paetz , Michael +2 more
core
Testing policy effectiveness during COVID-19: An NK-DSGE analysis. [PDF]
J Asian Econ, 2023 Shah SA, Garg B.
europepmc +1 more source
What Can an Open-Economy DSGE Model Tell Us about Hong Kong’s Housing Market? [PDF]
This paper develops an open-economy DSGE model with a housing-market sector and a borrowing constraint. Contrary to standard conventions, domestic households are allowed to invest in foreign housing and vice versa.
Michael, Paetz, Michael, Funke
core
Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain [PDF]
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
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Forecasting with a Bayesian DSGE Model: an application to the euro area [PDF]
In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role.
Raf Wouters, Frank Smets
core
Skew-normal shocks in the linear state space form DSGE model [PDF]
Observed macroeconomic data – notably GDP growth rate, inflation and interest rates – can be, and usually are skewed. Economists attempt to fit models to data by matching first and second moments or co-moments, but skewness is usually neglected. It is so
Grzegorz Grabek +2 more
core
Bayesian estimation of a dynamic stochastic general equilibrium model with health disaster risk. [PDF]
Stoch Environ Res Risk Assess, 2023 Keshavarzi A, Horry HR.
europepmc +1 more source