Results 101 to 110 of about 3,238 (236)

Stochastic Simulation Model for Forecasting Index‐Linked Public Expenditure

Public Budgeting &Finance, Volume 46, Issue 2, Page 47-67, Summer 2026.
Abstract This paper introduces a system dynamics (SD) model for analyzing public sector cost growth, where costs are tied to indices. The SD model isolates the effects of automatic indexation, providing probabilistic projections of expenditure growth. It enables testing of alternative indexation strategies and cost‐reduction measures. Findings show how
Miia Rissanen, Jyrki Savolainen, Mikael Collan   +2 more
wiley   +1 more source

Estimating DSGE model parameters in a small open economy: Do real-time data matter?

Review of Economic Perspectives, 2015
This paper investigates the differences between parameters estimated using real-time and those estimated with revised data. The models used are New Keynesian DSGE models of the Czech, Polish, Hungarian, Swiss, and Swedish small open economies in ...
Capek Jan
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

Does inattentiveness matter for DSGE modeling? An empirical investigation

, 2022
Jen-Yu Chou, Joshy Easaw, Patrick Minford   +2 more
openalex   +1 more source

Investigating the monetary policy risk channel based on the dynamic stochastic general equilibrium model: Empirical evidence from Iran. [PDF]

PLoS One, 2023
Peykani P, Sargolzaei M, Takaloo A, Sanadgol N.   +3 more
europepmc   +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

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

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