Results 151 to 160 of about 670 (182)
Some of the next articles are maybe not open access.
2020
In the previous chapters, we have derived the FHSAM framework, which is stochastic and dynamic with complex mathematical representation. The analytical solution, if there is one, to models of this kind is extremely difficult to find. But thanks to the development of modern dynamic optimization theory and to the advancement in mathematics, we can better
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In the previous chapters, we have derived the FHSAM framework, which is stochastic and dynamic with complex mathematical representation. The analytical solution, if there is one, to models of this kind is extremely difficult to find. But thanks to the development of modern dynamic optimization theory and to the advancement in mathematics, we can better
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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 vectorautoregressions, and applies it to DSGE models. We use this theory to check whether a DSGE model structure allows for unique estimates of structural shocks and their dynamic
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VARMA Representation of DSGE Models
SSRN Electronic Journal, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2009
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- consumption, investment, government expenditures, import and export then factors of production ...
Juraj Zeman, Matus Senaj
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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- consumption, investment, government expenditures, import and export then factors of production ...
Juraj Zeman, Matus Senaj
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Heterogeneous expectations in monetary DSGE models
Journal of Economic Dynamics and Control, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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We explore this issue by estimating our RBC model on US and UK data.
Richard Harrison +3 more
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2022
This documentation concisely describes the dynamic stochastic general-equilibrium model that the ifo Institute currently uses for simulations and business-cycle analysis. The model consists of three countries and contains a wide range of rigidities. The model is regularly estimated by quarterly macroeconomic data.
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This documentation concisely describes the dynamic stochastic general-equilibrium model that the ifo Institute currently uses for simulations and business-cycle analysis. The model consists of three countries and contains a wide range of rigidities. The model is regularly estimated by quarterly macroeconomic data.
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The biofilm life cycle: expanding the conceptual model of biofilm formation
Nature Reviews Microbiology, 2022Karin Sauer +2 more
exaly
Comparing Hybrid DSGE Models [PDF]
This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical features of the DSGE model.
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