Results 101 to 110 of about 19,619 (152)
Una caja de herramientas para incluir la política fi scal en los modelos de DSGE
Ecos de Economía, 2009 Resumen El presente trabajo es una introducción a las difi cultades y posibles soluciones que pueden presentarse a la hora de incluir la política fi scal en los modelos dinámicos estocásticos de equilibrio general (DSGE por sus siglas en ingles).
Mauricio Arango Isaza
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Complexity and monetary policy : [Version August 10, 2012] [PDF]
, 2012 The complexity resulting from intertwined uncertainties regarding model misspecification and mismeasurement of the state of the economy defines the monetary policy landscape.
Orphanides, Athanasios, Wieland, Volker
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Computing DSGE Models with Recursive Preferences [PDF]
This paper compares different solution methods for computing the equilibrium of dynamic stochastic general equilibrium (DSGE) models with recursive preferences such as those in Epstein and Zin (1989 and 1991).
Dario Caldara +3 more
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Non-uniqueness of deep parameters and shocks in estimated DSGE models: a health warning [PDF]
, 2012 Estimation of dynamic stochastic general equilibrium (DSGE)models using state space methods implies vector autoregressive moving average (VARMA)representations of the observables.
Wright, Stephen
core +1 more source
Evaluating Asset Pricing Implications of DSGE Models [PDF]
This paper conducts an econometric evaluation of structural macroeconomic asset pricing models. A one-sector dynamic stochastic general equilibrium model (DSGE) with habit formation and capital adjustment costs is considered.
Frank Schorfheide, Kevin L. Reffett
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On Concurrent Solutions in Differential Games
Business Systems Research, 2011 We examine solutions in which neither player is worse off from the leadership of one in a policy maker-public game. The loop model of dynamic games is used. Outcome space is dotted with equivalence classes of solutions.
Romar Correa
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Estimating DSGE Models under Partial Information [PDF]
Most DSGE models and methods make inappropriate asymmetric information assumptions. They assume that all economic agents have full access to measurement of all variables and past shocks, whereas the econometricians have no access to this.
George Perendia +2 more
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Bayesian dynamic stochastic general equilibrium model of Kazakhstan
Хабаршысы. Экономика сериясы, 2019 The article presents dynamic stochastic general equilibrium model of Kazakhstan and its parameters estimation by Bayesian methods. A feature of DSGE-approach is the use of the neo-Keynesian microeconomic foundation, which allows ...
Shults D.N.
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Beyond the DSGE Straitjacket [PDF]
Academic macroeconomics and the research department of central banks have come to be dominated by Dynamic, Stochastic, General Equilibrium (DSGE) models based on micro-foundations of optimising representative agents with rational expectations.
Pesaran, Hashem, Smith, Ron P.
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Policy analysis using DSGE models: an introduction [PDF]
Many central banks have come to rely on dynamic stochastic general equilibrium, or DSGE, models to inform their economic outlook and to help formulate their policy strategies.
Andrea Tambalotti +3 more
core +1 more source