Results 141 to 150 of about 670 (182)

The macroeconomic and epidemiological impacts of Covid-19 in Pakistan

open access: yes, 2023
Jensen HT   +11 more
europepmc   +1 more source

Forecasting with DSGE Models [PDF]

open access: possibleSSRN Electronic Journal, 2010
AbstractThis article reviews and illustrates the methodology of forecasting with dynamic stochastic general equilibrium (DSGE) models using Bayesian methods. It discusses an algorithm for estimating the predictive distribution of the observed variables based on draws from the posterior distribution of the DSGE model parameters and simulation of future ...
Christoffel, Kai   +2 more
openaire   +3 more sources

The FRBNY DSGE Model [PDF]

open access: possibleSSRN Electronic Journal, 2013
The goal of this paper is to present the dynamic stochastic general equilibrium (DSGE) model developed and used at the Federal Reserve Bank of New York. The paper describes how the model works, how it is estimated, how it rationalizes past history, including the Great Recession, and how it is used for forecasting and policy analysis.
Marco Del Negro   +7 more
openaire   +2 more sources

DSGE priors for BVAR models [PDF]

open access: possibleEmpirical Economics, 2014
Similar to Ingram and Whiteman (J Monet Econ 34:497–510, 1994), De Jong et al. (in: Proceedings of the American Statistical Association Bayesian, 1993) and Negro and Schorfheide (Int Econ Rev 45:643–673, 2004) , this study proposes a methodology of constructing dynamic stochastic general equilibrium (DSGE) consistent prior distributions for Bayesian ...
Filippeli, T, Theodoridis, K
openaire   +3 more sources

The Chicago Fed DSGE Model [PDF]

open access: possibleSSRN Electronic Journal, 2012
The Chicago Fed dynamic stochastic general equilibrium (DSGE) model is used for policy analysis and forecasting at the Federal Reserve Bank of Chicago. This article describes its specification and estimation, its dynamic characteristics and how it is used to forecast the US economy.
Scott Brave   +3 more
openaire   +2 more sources

DSGE Modeling

2015
This chapter discusses how dynamic stochastic general equilibrium (DSGE) models are now widely used by academics to conduct empirical research macroeconomics, as well as by central banks to interpret the current state of the economy, to analyze the impact of changes in monetary or fiscal policy, and to generate predictions for key macroeconomic ...
Edward P. Herbst, Frank Schorfheide
openaire   +2 more sources

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