Results 21 to 30 of about 648 (140)
International Journal of Engineering Business Management, 2018 Large body of empirical literature points to the tight integration of financial and credit markets with real economic activity as well as the need for inclusion of financial frictions into macroeconomic modelling.
Irena Palić
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Dynamic effects of fiscal policy in Croatia: confronting New-Keynesian SOE theory with empirics [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 In this paper we calibrate a small open economy (SOE) New-Keynesian DSGE model for the Croatian economy. The main focus of the paper is on the effects of fiscal policy, more precisely government consumption, on employment, output, inflation and trade ...
Milan Deskar-Škrbić
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INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
Buletin Ekonomi Moneter dan Perbankan, 2014 We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy.
Harmanta Harmanta +2 more
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Efficiency of Cuts in Various Taxation Rates to Foster Economic Growth in a Framework of Wages Rigidity [PDF]
Athens Journal of Business & Economics, 2019 We use a simple DSGE model with prices and wages rigidities to evaluate the efficiency of various fiscal policies intended to sustain economic activity and growth.
Séverine Menguy
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Stochastic Shocks and Oil Revenue Management in Iran; A Dynamic Stochastic General Equilibrium Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2016 The main objective of this study is to evaluate the impact of oil revenue, productivity and money growth rate shocks on macroeconomic variables, in the context of a DSGE model with the consideration of features such as big size of government activities ...
Mohammad Sayadi +3 more
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South African Journal of Economic and Management Sciences, 2013 In this paper, we examine the influencing factors of inflation persistence in China’s economy using the DSGE approach. Two monetary DSGE models are estimated, namely, a standard CIA model and a CIA model with a Taylor rule. This article uses the Bayesian
Liao Ying, Ridong Hu
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Investigating the Role of Labor Division into Internal and External Sectors in the Iranian Economy within the Framework of Dynamic Stochastic General Equilibrium Model [PDF]
مدلسازی اقتصادسنجی, 2019 The experience of countries has shown that easiness of transfer of labor in base on the joint cooperation from one country to another has many advantages and significant effects on macroeconomic variables.
Hamidreza Izadi, Morteza Sayareh
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The Role of Internalization of Discount Factor on Households’ Behavior Using DSGE Model
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2023 This study attempts to examine the behavior of households in the Iranian economy within the framework of a dynamic stochastic general equilibrium model with the changes made in the endogenous discount factor.
Izadi Hamid Reza
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Better on Average? Average Inflation Targeting With an Unclear Averaging Window
Southern Economic Journal, EarlyView.ABSTRACT Average inflation targeting (AIT) aims to stabilize inflation expectations by offsetting past deviations from target. However, ambiguity about the averaging window can complicate expectations formation and reduce policy effectiveness. This paper integrates AIT into a benchmark DSGE model, incorporating adaptive learning and a signal extraction
James Dean
wiley +1 more source
Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China
Accounting &Finance, EarlyView.ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong +3 more
wiley +1 more source