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Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood [PDF]

, 2002
This paper develops a method that uses a likelihood approach to directly compare two or more non-nested dynamic, stochastic general equilibrium (DSGE) models. It is shown how DSGE models can be compared across the whole sample and how this measure can be decomposed across individual observations thus allowing models to be compared across any sub-sample
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A Stochastic Dynamic General Equilibrium Model for Greece

1996
In this paper we develop a stochastic dynamic general equilibrium model of the Greek economy, in the real business cycle modelling tradition. Household preferences depend on private and public consumption and leisure. Government finances its investment, consumption and transfer payments by means of a proportional income tax rate.
Kollintzas, Tryphon, Vassilatos, Vanghelis   +1 more
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Estimation errors in dynamic stochastic general equilibrium models.

2023
Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech.
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Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction [PDF]

Ensayos Económicos, 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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Macroprudential Regulation in Dynamic Stochastic General Equilibrium Models

2017
This 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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Collaborative optimal carbon tax rate under economic and energy price shocks: A dynamic stochastic general equilibrium model approach

, 2020
Y. Chan
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On the impacts of anticipated carbon policies: A dynamic stochastic general equilibrium model approach

, 2020
Y. Chan
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A Dynamic Stochastic General Equilibrium Model for India

2015
Over 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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Expectation Formation, Financial Frictions, and Forecasting Performance of Dynamic Stochastic General Equilibrium Models

, 2019
Oliver Holtemöller, Christoph Schult
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