Results 81 to 90 of about 501 (184)
Using DSGE and Machine Learning to Forecast Public Debt for France
Journal of Forecasting, Volume 45, Issue 5, Page 2173-2185, August 2026.ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos +4 more
wiley +1 more source
برنامهریزی و بودجه, 2022 Explanation of economic cycles, especially stagflation in an oil-dependent economy with high dependency on imported intermediate goods, requires a prototypical representation of the supply side and the propagation mechanism of the external shocks.
Shahbod Seighalani +2 more
doaj
South African Journal of Economic and Management Sciences, 2013 In this paper, we examine the influencing factors of inflation persistence in China’s economy using the DSGE approach. Two monetary DSGE models are estimated, namely, a standard CIA model and a CIA model with a Taylor rule. This article uses the Bayesian
Liao Ying, Ridong Hu
doaj +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, Volume 45, Issue 5, Page 2565-2586, August 2026.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Monetary and Macroprudential Policy and Welfare in an Estimated Four‐Agent New Keynesian Model
Journal of Money, Credit and Banking, Volume 58, Issue 5, Page 1411-1452, August 2026.Abstract We examine the social and agent‐specific welfare effects of monetary and macroprudential policy in a four‐agent estimated macro‐economic model comprising “banked simple households,” “underbanked simple households,” “firm owners,” and “bank owners.” Optimal capital requirement and loan loss provisions ratios improve all agent‐specific and ...
GEORGE J. BRATSIOTIS, KASUN D. PATHIRAGE
wiley +1 more source
Labour Market in the Czech Republic: Dsge Approach
Review of Economic Perspectives, 2018 This paper deals with the comparison of two versions of the DSGE model, supplemented with labour market frictions, based on different data used. One of the data sets has been pre-filtered with the HP filter (lambda set to 1) to get rid of any noise and ...
Železník Martin
doaj +1 more source
Papeles, 2019 In this article we present the consequences of introducing the advanced teaching of the DSGE (Dynamic Stochastic General Equilibrium) models to undergraduate economics programs.
Álvaro Moreno Rivas
doaj +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