Results 31 to 40 of about 15,811 (162)

Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model [PDF]

SSRN Electronic Journal, 2014
We use a structural dynamic stochastic general equilibrium model to investigate how initial data releases of key macroeconomic aggregates are related to final revised versions and how identified aggregate shocks influence data revisions. The analysis sheds light on how well preliminary data approximate final data and on how policy makers might ...
Croushore, Dean, Sill, Keith
openaire   +2 more sources

An analysis of Iran banking system balance sheet insolvency and its impact on economic growth using A DSGE model [PDF]

سیاست‌گذاری اقتصادی
Purpose: Pricing The structure of Iranian financial systems is based on banking loans and credits. For this reason, Iranian commercial banks maintain the monopoly over supplying credits to various sectors.
Hasan Chenarani, kazem yavari, Hassan Heydari, Mohammadjavad Sharifzadeh   +3 more
doaj   +1 more source

Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models [PDF]

SSRN Electronic Journal, 2019
Despite the recent introduction of novel solution methods for Dynamic Stochastic General Equilibrium (DSGE), perturbation methods are still among the most popular and widely used solution techniques for DSGE models. Unfortunately, nonlinear perturbation solutions produce paths with stochastic properties that invalidate the econometric analysis.
Blasques, Francisco, Nientker, Marc
openaire   +3 more sources

Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico

Lecturas de Economía, 2012
Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico     Resumen: Este documento busca formular, para la economía colombiana, una regla de política fiscal óptima que
Juan Galvis, Juan Bedoya, Rubén Loaiza
doaj   +1 more source

Decomposing Risk in Dynamic Stochastic General Equilibrium [PDF]

, 2013
We analyze the theoretical moments of a nonlinear approximation to real business cycle model with stochastic volatility and recursive preferences. We nd that the conditional heteroskedasticity of stochastic volatility operationalizes a time-varying risk adjustment channel that induces variability in conditional asset pricing measures and assigns a ...
Hong Lan, Alexander Meyer-Gohde
openaire   +4 more sources

Navigating Structural Shocks: Bayesian Dynamic Stochastic General Equilibrium Approaches to Forecasting Macroeconomic Stability

Mathematics
This study employs a dynamic stochastic general equilibrium model with Bayesian estimation to rigorously evaluate China’s macroeconomic responses to cost-push, monetary policy, and foreign income shocks.
Dongxue Wang, Yugang He
doaj   +1 more source

Regional dynamic stochastic general equilibrium model as a tool for analysis of fiscal policy

Вестник Пермского университета: Серия Экономика, 2019
Using the tools of regional dynamic models for analyzing the economy of the constituent entities of the Russian Federation, in particular, for studying regional business cycles is currently an urgent task.
Leonid Aleksandrovich Serkov
doaj   +1 more source

Evaluation of Fiscal Policy for Economy of Iran in a Dynamic Stochastic General Equilibrium Model based on Real Business Cycles [PDF]

Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2014
In this paper by using a dynamic stochastic general equilibrium model we study how macroeconomic variables are affected by different shocks using fiscal reaction functions for Iran’s economy.
Meysam Rafei, Javid Bahrami, Davood Daneshjafari   +2 more
doaj  

Sound Fiscal Reactions to Stochastic Shocks: A DSGE Approach [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2014
Using a New Keynesian dynamic stochastic general equilibrium of Iran with price rigidity and imperfect markets, this paper shows how different stochastic shocks affect main macroeconomic variables in presence of variety of reaction functions. In this way,
Javid Bahrami, Meysam Rafei
doaj  

Assessment of the parameters of dynamic stochastic general equilibrium model of Kazakhstan economy using Bayesian estimation

Вестник Пермского университета: Серия Экономика, 2019
The transition of central banks to the inflation targeting policy has increased the importance to apply dynamic stochastic general equilibrium models (DSGE-models) for the assessment of social and economic effects of decisions, and to justify their ...
Dmitriy Nikolaevich Shults, Askar Baurzhanovich Kysykov   +1 more
doaj   +1 more source