Results 61 to 70 of about 648 (140)
Using DSGE and Machine Learning to Forecast Public Debt for France
Journal of Forecasting, Volume 45, Issue 5, Page 2173-2185, August 2026.ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos +4 more
wiley +1 more source
The Position of Monetary and fiscal Policies with emphasizing on Oil Sector with DSGE Models (the case of Iran) [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2014 The purpose of this paper is to examine the impact of crude oil production and price shocks on the monetary, fiscal and macroeconomic variables in the framework of new Keynesian open economy DSGE model for Iran.Accordingly, the paper estimates a DSGE ...
Naser Khiabani, Hossein Amiri
doaj
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, Volume 45, Issue 5, Page 2565-2586, August 2026.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Effects of China's low-carbon policy under stochastic shocks-a multi-agent DSGE model analysis. [PDF]
Environ Sci Pollut Res Int, 2023 Guo X, Xiao B.
europepmc +1 more source
Some Notes on Historical, Theoretical, and Empirical Background of DSGE Models
Review of Economic Perspectives, 2014 In this paper I present the historical, theoretical and empirical background of DSGE models. I show that the fundament of these models lies in optimizing agents framework and argue which impulses fueled the development of DSGE models.
Slanicay Martin
doaj +1 more source
Monetary and Macroprudential Policy and Welfare in an Estimated Four‐Agent New Keynesian Model
Journal of Money, Credit and Banking, Volume 58, Issue 5, Page 1411-1452, August 2026.Abstract We examine the social and agent‐specific welfare effects of monetary and macroprudential policy in a four‐agent estimated macro‐economic model comprising “banked simple households,” “underbanked simple households,” “firm owners,” and “bank owners.” Optimal capital requirement and loan loss provisions ratios improve all agent‐specific and ...
GEORGE J. BRATSIOTIS, KASUN D. PATHIRAGE
wiley +1 more source
Crisis propagation in a heterogeneous self-reflexive DSGE model. [PDF]
PLoS One, 2021 Morelli F +3 more
europepmc +1 more source
EconomíaThis paper develops an open-economy model with banks operating under monopolistic competition, two types of credit subject to credit risk—corporate and mortgage—and Basel-type capital requirements.
Aldo Rodríguez Mercado
doaj +1 more source
Review of Economic Perspectives, 2016 This paper uses a stochastic simulation of a DSGE model of the Czech economy to study the macroeconomic consequences of inflation target setting when interest rates are constrained by the zero lower bound.
Hloušek Miroslav
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A Predictive Likelihood Approach to Bayesian Averaging
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis.
Tomáš Jeřábek, Radka Šperková
doaj +1 more source