Results 31 to 40 of about 7,201 (228)
DSGE Model-Based Forecasting [PDF]
SSRN Electronic Journal, 2012 Abstract Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for all three purposes – forecasting, story-telling, and policy experiments – and review their forecasting ...
Marco Del Negro, Frank Schorfheide
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Application of dynamic stochastic general equilibrium models to the case of the Serbian economy [PDF]
Ekonomski Anali, 2014 This paper proposes a dynamic stochastic general equilibrium (DSGE) model for the Serbian economy. It is a modification of the existing models of Goodhart, Osorio and Tsomocos (2009) and Martinez and Tsomocos (2012).
Urošević Branko, Grga Nikola
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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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Stochastic volatility and DSGE models [PDF]
Economics Letters, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bayesian Estimation of DSGE Models [PDF]
SSRN Electronic Journal, 2012 We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We focus on New Keynesian (NK) DSGE models because of the interest shown in this class of models by economists in academic and policy-making institutions.
Pablo A Guerron-Quintana, James M Nason
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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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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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DSGE Models and the Lucas Critique [PDF]
SSRN Electronic Journal, 2013 Abstract Modern DSGE models are microfounded and have deep parameters that should be invariant to changes in economic policy, so in principle they are not subject to the Lucas critique. But the literature has already established that misspecification issues also cause parameter instability after policy changes in DSGE models.
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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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