Results 141 to 150 of about 19,969 (225)

Combining Multivariate Density Forecasts Using Predictive Criteria [PDF]

This paper combines multivariate density forecasts of output growth, inflation and interest rates from a suite of models. An out-of-sample weighting scheme based on the predictive likelihood as proposed by Eklund and Karlsson (2007) and Andersson and ...
Hugo Gerard, Kristoffer Nimark
core   +3 more sources

The Impact Mechanism of Non-Economic Policies on Social and Investor Disagreement in China: A Dual Analysis Based on Empirical Evidence and DSGE Models

Systems
This study investigates the integration of non-economic policies into the framework for assessing macroeconomic coherence as applied by the Chinese government, with a particular focus on green policies.
Jianing Liu, Junjun Ma, Yafei Tai
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

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

Back to square one: identification issues in DSGE models [PDF]

We investigate identifiability issues in DSGE models and their consequences for parameter estimation and model evaluation when the objective function measures the distance between estimated and model impulse responses.
Fabio Canova, Luca Sala
core  

Complexity and monetary policy [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
core   +1 more source

Has Germany's temporary VAT rates cut as part of the COVID-19 fiscal stimulus boosted growth? [PDF]

J Policy Model, 2022
Funke M, Terasa R.
europepmc   +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
core  

The Time Varying Volatility of Macroeconomic Fluctuations [PDF]

In this paper we investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in the postwar period. To this end, we propose the estimation of DSGE models allowing for time variation in the volatility of the ...
Alejandro Justiniano, Giorgio Primiceri
core   +3 more sources

Optimal Environmental Policy for Heterogeneous Governments in China. [PDF]

Int J Environ Res Public Health, 2023
Wang R, Bian Y, Gao H, Hou J.
europepmc   +1 more source