Results 31 to 40 of about 670 (182)
Potential Output in DSGE Models [PDF]
SSRN Electronic Journal, 2011 In view of the increasing use of Dynamic Stochastic General Equilibrium (DSGE) models in the macroeconomic projections and the policy process, this paper examines, both conceptually and empirically, alternative notions of potential output within DSGE models.
Igor Vetlov +4 more
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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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Handbook on DSGE Models: Some Useful Tips in Modeling a DSGE Models [PDF]
SSRN Electronic Journal, 2015 Despite there are useful books and text books from recognized authors about modeling macroeconomics through various types of methods and methodologies, “Some Useful tips in Modeling a DSGE models” try to add special features through an economist can use to model macro and micro relations to explain different scenarios in an specific economy.
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Online estimation of DSGE models [PDF]
The Econometrics Journal, 2019 Summary This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating dynamic stochastic general equilibrium (DSGE) model posterior distributions. We show how the tempering schedule can be chosen adaptively, document the accuracy and runtime benefits of generalized data tempering for ‘online’ estimation ...
Michael Cai +5 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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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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On Identification of Bayesian DSGE Models [PDF]
Journal of Business & Economic Statistics, 2011 In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified.
Koop, Gary +2 more
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The Pathology of Financial Misalignment in Iran\'s Pension System Considering Emerging Diseases and Population Aging Phenomenon [PDF]
پژوهشهای اقتصادی, 2022 Today, the share of government aid from the public expenditures to support military and civil servants' pension funds has increased from about 11% in 2013 to 19% in 2021 and this trend has been increasing in recent years.
naeim shokri +4 more
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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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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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