Results 141 to 150 of about 23,530 (228)
Testing a DSGE model and its partner database [PDF]
There is now an impetus to apply dynamic stochastic general equilibrium models to forecasting. But these models typically rely on purpose-built data, for example on tradable and nontradable sector outputs. How then do we know that the model will forecast
Juan Carlos Parra Alvarez +1 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
The Role of Trends and Detrending in DSGE Models [PDF]
The paper discusses the role of stochastic trends in DSGE models and effects of stochastic detrending. We argue that explicit structural assumptions on trend behavior is convenient, namely for emerging countries.
Andrle, Michal
core +1 more source
A dissection of Indian growth using a DSGE filter. [PDF]
J Asian Econ, 2022 Sharma S, Behera H.
europepmc +1 more source
Bayesian Estimation of DSGE Models [PDF]
We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We focus on New Keynesian (NK)DSGE models because of the interest shown in this class of models by economists in academic and policy-making ...
James M Nason, Pablo A Guerron-Quintana
core
Forecasting the South African Economy: A DSGE-VAR Approach [PDF]
Journal of Economic Literature Classification: E17, E27, E32, E37, E47DSGE Model;VAR and BVAR Model;Forecast Accuracy;DSGE Forecasts;VAR Forecasts;BVAR ...
Gupta, R., Liu, G., Schaling, E.
core +1 more source
Optimal Environmental Policy for Heterogeneous Governments in China. [PDF]
Int J Environ Res Public Health, 2023 Wang R, Bian Y, Gao H, Hou J.
europepmc +1 more source
Risky Mortgages in a DSGE Model [PDF]
This paper develops a DSGE model with housing, risky mortgages and endogenous default. Housing investment is subject to idiosyncratic risk and some mortgages are defaulted in equilibrium.
Chiara Forlati, Luisa Lambertini
core
Has Germany's temporary VAT rates cut as part of the COVID-19 fiscal stimulus boosted growth? [PDF]
J Policy Model, 2022 Funke M, Terasa R.
europepmc +1 more source