Results 91 to 100 of about 486 (183)

Testing policy effectiveness during COVID-19: An NK-DSGE analysis. [PDF]

J Asian Econ, 2023
Shah SA, Garg B.
europepmc   +1 more source

Bayesian estimation of a dynamic stochastic general equilibrium model with health disaster risk. [PDF]

Stoch Environ Res Risk Assess, 2023
Keshavarzi A, Horry HR.
europepmc   +1 more source

Informing DSGE Models Through Dynamic Factor Models

Journal of Applied Econometrics
ABSTRACTStructural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models. We assess the usefulness of SDFM for DSGE
Forni, Mario, Gambetti, Luca, Lippi, Marco, Sala, Luca   +3 more
openaire   +2 more sources

Domestic versus foreign drivers of trade (im)balances: How robust is evidence from estimated DSGE models?

J Int Money Finance, 2022
Cardani R, Hohberger S, Pfeiffer P, Vogel L.   +3 more
europepmc   +1 more source

Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility. [PDF]

Financ Innov, 2022
Gong XL, Lu JY, Xiong X, Zhang W.
europepmc   +1 more source

Can the water resources tax policy effectively stimulate the water saving behavior of social water users? A DSGE model embedded in water resources tax. [PDF]

PLoS One, 2023
Wu Z, Tian G, Han X, Li J, Xia Q.
europepmc   +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

A dissection of Indian growth using a DSGE filter. [PDF]

J Asian Econ, 2022
Sharma S, Behera H.
europepmc   +1 more source

Hysteresis in economics: Analysis of the relationship between business cycles, economic growth, and economic policy

Вестник Пермского университета: Серия Экономика
Introduction. The article analyzes the relationship between business cycles and economic growth, and reviews the evolution of this issue from the traditional denial of any connection to an alternative theory known as hysteresis.
Anastasiia Alexsandrovna Pankratova
doaj   +1 more source

Comments on Epidemics in the New Keynesian model by Eichenbaum, Rebelo, and Trabandt". [PDF]

J Econ Dyn Control, 2022
Melosi L.
europepmc   +1 more source