Results 31 to 40 of about 23,530 (228)
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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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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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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Stochastic volatility and DSGE models [PDF]
Economics Letters, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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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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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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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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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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