Results 71 to 80 of about 670 (182)

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

Global Identification of Linearized DSGE Models [PDF]

SSRN Electronic Journal, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrzej Kociecki, Marcin Kolasa
openaire   +4 more sources

Public investment multipliers revisited: the role of production complementarities

Economica, Volume 93, Issue 370, Page 736-756, April 2026.
Abstract This paper revisits the issue of the public investment multiplier through the lens of complementarity or substitutability between private inputs and public infrastructure capital. Our main result is that public investment multipliers are much larger than in the literature when private inputs and public capital are good complements relative to ...
Vasiliki Dimakopoulou, George Economides, Apostolis Philippopoulos   +2 more
wiley   +1 more source

Effect of Financial Frictions on Monetary Policy Conduct: A Comparative Analysis of DSGE Models with and without Financial Frictions

Economies
In this study, we explored the impact of bank leverage and financial frictions on the transmission of real and financial shocks. Two new Keynesian dynamic stochastic general equilibrium (DSGE) models, with and without financial frictions, were employed ...
Salha Ben Salem, Sonia Sayari, Moez Labidi   +2 more
doaj   +1 more source

Inflation Target and its Impact on Macroeconomy in the Zero Lower Bound Environment: the case of the Czech economy

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
doaj   +1 more source

External Shocks, Cost Push and Stagflation in Iran [PDF]

برنامه‌ریزی و بودجه, 2023
Two major sources of inflationary forces in Iran's economy during the past three decades have been the exchange rate depreciation and soaring imported goods prices, and the imbalance between the nominal scale of the economy and its production capacity ...
Seyyed Ahmad Reza Jalali Naeini, Shahbod Seighalani   +1 more
doaj  

A Literature Review of Securities Holdings Statistics Research and A Practitioner's Guide

Journal of Economic Surveys, Volume 40, Issue 2, Page 632-658, April 2026.
ABSTRACT Granular holdings data containing security‐by‐security portfolio investments features prominently in economics and finance research. One novel source is the granular Securities Holdings Statistics (SHS), managed by the European Central Bank. SHS covers different euro area investors with over 2 billion observations, representing +50 trillion ...
Martijn Boermans
wiley   +1 more source

Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023

Journal of Economic Surveys, Volume 40, Issue 2, Page 783-820, April 2026.
ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela, Ana Paula Ferreira Ribeiro   +1 more
wiley   +1 more source

New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model

Economics and Business, 2019
The study investigates the effect of New Keynesian liquidity trap on fiscal stance in the United States, United Kingdom and Japan economies. We developed our DSGE model in the context of an optimal and persistent interactive fiscal policy, which allows ...
Shobande Olatunji Abdul, Shodipe Oladimeji Tomiwa   +1 more
doaj   +1 more source

Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach [PDF]

پژوهشهای اقتصادی, 2021
Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “optimal investment portfolio”.
habib mosavi, Nader Mehregan, mohammedreza yousefi sheikh robat   +2 more
doaj