The Role of Trends and Detrending in DSGE Models
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
DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast. [PDF]
Entropy (Basel)Boaretto G, Laurini MP.
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Estimating DSGE Models under Partial Information [PDF]
Most DSGE models and methods make inappropriate asymmetric information assumptions. They assume that all economic agents have full access to measurement of all variables and past shocks, whereas the econometricians have no access to this.
Paul Levine +2 more
core
Do government outlays crowd-out private consumption? Evidence from the European Union. [PDF]
PLoS OneBölükbaşı ÖF, Çolak O.
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Public sector employment rigidity and macroeconomic fluctuation: A DSGE simulation for China. [PDF]
PLoS OneZhang X.
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The economic and environmental effects of China's environmental expenditure under financing constraints. [PDF]
PLoS OneWang R, Yan J, Wang W.
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Gradual financial integration and macroeconomic fluctuations in emerging market economies: evidence from China. [PDF]
J Econ Interact Coord, 2023 Ma Y, Jiang Y.
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Explainable hypoglycemia prediction models through dynamic structured grammatical evolution. [PDF]
Sci RepDe La Cruz M +4 more
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A DSGE Decision Model for Investigating the LPR Transmission Effect.
Comput Intell Neurosci, 2022 Yang X.
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Impact of carbon fiscal policy on Zhejiang Economy-Evidence from E-DSGE. [PDF]
HeliyonZhao Z, Tang Y.
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