Results 91 to 100 of about 2,914 (217)
Cogent Economics & Finance, 2016 This study derives an optimal macroeconomic policy combination for financial sector stability in the United Kingdom by employing a New Keynesian Dynamic Stochastic General Equilibrium (NK-DSGE) framework.
Muhammad Ali Nasir +3 more
doaj +1 more source
Estimation of DSGE Models When the Data are Persistent [PDF]
Dynamic Stochastic General Equilibrium (DSGE) models are often solved and estimated under specific assumptions as to whether the exogenous variables are difference or trend stationary.
Serena Ng, Yuriy Gorodnichenko
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DSGE model-based estimation of the New Keynesian Phillips curve [PDF]
This paper surveys estimates of New Keynesian Phillips curve (NKPC) parameters that have been obtained by fitting fully specified dynamic stochastic general equilibrium (DSGE) models to U.S. data.
Frank Schorfheide
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Dynamics of Housing Prices and Economic Fluctuations in Iran with the Approach of Dynamic Stochastic General Equilibrium (DSGE) [PDF]
Journal of Research in Economic Modeling, 2019 Ali akbar Gholizade, Maryam Noroozonejad
openaire +1 more source
DSGE Model-Based Forecasting of Non-modelled Variables [PDF]
This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables).
Maxym Kryshko +2 more
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Testing policy effectiveness during COVID-19: An NK-DSGE analysis. [PDF]
J Asian Econ, 2023 Shah SA, Garg B.
europepmc +1 more source
Non-stationary hours in a DSGE model [PDF]
The time series fit of dynamic stochastic general equilibrium (DSGE) models often suffers from restrictions on the long-run dynamics that are at odds with the data.
Taeyoung Doh +2 more
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Can the water resources tax policy effectively stimulate the water saving behavior of social water users? A DSGE model embedded in water resources tax. [PDF]
PLoS One, 2023 Wu Z, Tian G, Han X, Li J, Xia Q.
europepmc +1 more source
This paper develops and estimates a dynamic stochastic general equilibrium model of a closed economy which provides a quantitative description of the monetary transmission mechanism, yields a mutually consistent set of indicators of inflationary pressure
Vitek, Francis
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Forecasting with a Bayesian DSGE Model: an application to the euro area [PDF]
In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role.
Raf Wouters, Frank Smets
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