Results 81 to 90 of about 670 (182)
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
External Shocks, Trade Margins, and Macroeconomic Dynamics
Economies, 2020 This paper studies the role of the exchange rate regime for trade of new products. It first provides VAR evidence that a rise in external productivity shifts trade away from new products and more so in fixed regimes.
Stefano D’Addona, Lilia Cavallari
doaj +1 more source
DSGE Models in the Frequency Domain [PDF]
SSRN Electronic Journal, 2012 We exploit well-known features of the frequency domain to estimate a medium-scale DSGE model on different frequency bands. We study whether fit, parameter estimates and forecasting performance depend on the frequency band over which the model is estimated.
openaire +1 more source
International Studies of Economics, Volume 21, Issue 1, Page 73-89, March 2026.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
Generalizing Determinacy under Monetary and Fiscal Policy Switches: The Case of the Zero Lower Bound
Journal of Money, Credit and Banking, Volume 58, Issue 2, Page 421-448, March 2026.Abstract In a fixed‐regime context, it has been established since the work of Leeper (1991) that a determinate and unique equilibrium can be achieved under both monetary dominance (characterized by an active monetary policy and a passive fiscal policy) and fiscal dominance (characterized by an active fiscal policy and a passive monetary policy) regimes
SEONGHOON CHO, ANTONIO MORENO
wiley +1 more source
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
A Proposal for a Flexible Trend Specification in DSGE Models
Review of Economic Perspectives, 2016 In this paper I propose a flexible trend specification for estimating DSGE models on log differences. I demonstrate this flexible trend specification on a New Keynesian DSGE model of two economies, which I consequently estimate on data from the Czech ...
Slanicay Martin
doaj +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
Trends of Macroeconomic Models
Управленческое консультирование, 2019 This article provides an overview and analysis of the ideas of the leading macroeconomists expressed in the issue “Rebuilding Macroeconomic Theory”, Oxford Review of Economic Policy journal. These ideas were expressed in connection with the discussion of
M. Yu. Andreyev, A. V. Polbin
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Crisis propagation in a heterogeneous self-reflexive DSGE model. [PDF]
PLoS One, 2021 Morelli F +3 more
europepmc +1 more source