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Macroprudential Regulation in Dynamic Stochastic General Equilibrium Models
2017This thesis studies the efficiency of macroprudential policies for financial and macroeconomic stabilization relying on a New Keynesian dynamic stochastic general equilibrium model with financial frictions. The focus is countercyclical regulation of loan-to-value ratios of mortgage borrowers and banks.
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Estimation of dynamic stochastic general equilibrium models (in Russian) [PDF]
Quantile, 2014 This essay is a survey of the main econometric approaches to estimation of the dynamic stochastic general equilibrium (DSGE) models widely used by central banks and federal reserves. The paper discusses in detail the main econometric problems arising in inferences about the parameters of the log-linearized DSGE models.
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General stochastic ridesharing user equilibrium problem with elastic demand
Transportation Research Part B: Methodological, 2022Qiang Meng, Zhiyuan Liu
exaly
A Dynamic Stochastic General Equilibrium Model for India
2015Over the last decade, the Dynamic Stochastic General Equilibrium (DSGE) framework has become a workhorse for macroeconomic analysis in both academic and policy circles. Following this emerging trend, we aim to expand our research capacity in macroeconomics at NCAER by introducing a baseline DSGE model for the Indian economy.
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Essays on Empirical Dynamic Stochastic General Equilibrium Models
2010The overall goal of this thesis is to provide a deeper understanding of the role of dynamic stochastic general equilibrium (DSGE) models as foundations upon which empirical work is conducted. This is a very broad topic with a large existing literature. For this purpose, my dissertation focuses on applying the tools and rich structure of DSGE models to
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Departure Time Choice Equilibrium and Tolling Strategies for a Bottleneck with Stochastic Capacity
Transportation Science, 2022Jiancheng Long, Hai Yang, Wai Yuen Szeto
exaly
Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction [PDF]
, 2010 Dynamic and Stochastic General Equilibrium (DSGE) models have become a frequent choice of modeling methodology for complex dynamic and stochastic phenomena in different branches of economics. They are increasingly used by decision-makers to analyze various policy decisions or to generate rigorous forecasts.
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On the complexity of computing Markov perfect equilibrium in general-sum stochastic games
National Science Review, 2023exaly