Bayesian estimation of a dynamic stochastic general equilibrium model with health disaster risk. [PDF]
Stoch Environ Res Risk Assess, 2023 Pandemics are not new, but they continue to prevail in the last three decades. A variety of reasons such as globalization, trade growth, urbanization, human behavior change, and the rise of the prevalence of viral diseases among animals can account for ...
Keshavarzi A, Horry HR.
europepmc +4 more sources
Coronavirus pandemic and tourism: Dynamic stochastic general equilibrium modeling of infectious disease outbreak. [PDF]
Ann Tour Res, 2020 Yang Y, Zhang H, Chen X.
europepmc +4 more sources
The empirical evaluation of monetary policy shock in dynamic stochastic general equilibrium model with financial frictions [PDF]
International Journal of Engineering Business Management, 2018 Large body of empirical literature points to the tight integration of financial and credit markets with real economic activity as well as the need for inclusion of financial frictions into macroeconomic modelling.
Irena Palić
doaj +3 more sources
Post Keynesian Dynamic Stochastic General Equilibrium Theory [PDF]
European Journal of Economics and Economic Policies: Intervention, 2017 This paper explains the connection between ideas developed in my recent books and papers and those of economists who self-identify as post-Keynesians. My own work is both neoclassical and ‘old Keynesian.’ Much of my published work assumes that people have rational expectations and that ‘animal spirits’ should be modeled as a new fundamental.
R. Farmer
semanticscholar +5 more sources
Modelling productivity shocks and economic growth using the Bayesian dynamic stochastic general equilibrium approach [PDF]
International Journal of Contemporary Hospitality Management, 2018 Purpose Most existing studies on the impact of tourism on economic growth adopt an econometric approach that is insufficient to confirm that tourism actually leads to economic growth.
Anyu Liu, Haiyan Song, A. Blake
semanticscholar +2 more sources
Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) Models
SSRN Electronic Journal, 2023 DSGE models are the main tool for analysing various questions in problems of monetary, business cycle theory and fiscal policy problems, growth and other fields in international macroeconomics and macroeconomics. Many macroeconomic publications use the DSGE framework. A consensus has been reached on the methodology for using such kind of model.
Dr Walid Y Alali
openalex +3 more sources
Analyzing wealth distribution effects of artificial intelligence: A dynamic stochastic general equilibrium approach [PDF]
HeliyonThis study explores the often-overlooked influence of artificial intelligence (AI) on wealth distribution. Using a continuous-time heterogeneous agent dynamic general equilibrium model, we investigate AI's impact on production technology as a form of ...
Fang Liu, Chen Liang
doaj +2 more sources
Emerging markets finance & trade, 2018 This article studies the effects of foreign (real) oil price shocks on key macroeconomic variables for South Africa: a net-importer of oil. We develop and estimate a small open economy New-Keynesian dynamic stochastic general equilibrium model with a ...
H. Hollander, Rangan Gupta, M. Wohar
semanticscholar +3 more sources
On non-computability of dynamic stochastic general equilibrium
, 2020 As can be seen in Richter and Wong (1999), non-computability of general equilibrium has been recognized in economics. However, despite general non-computability, equilibrium can indeed be computed in specific cases.
William Glaciel
semanticscholar +3 more sources
Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium [PDF]
Journal of Economic Dynamics and Control, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Clemens Sialm
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