Results 131 to 140 of about 14,163,905 (237)

Towards a monetary policy evaluation framework [PDF]

open access: yes
Advances in the development of Dynamic Stochastic General Equilibrium (DSGE) models towards medium-scale structural frameworks with satisfying data coherence have considerably enhanced the range of analytical tools well-suited for monetary policy ...
Adjemian, Stéphane   +2 more
core  

Endogenous Persistence in an Estimated DSGE Model under Imperfect Information [PDF]

open access: yes
We provide a tool for estimating DSGE models by BayesianMaximum-likelihood methods under very general information assumptions. This framework is applied to a New Keynesian model where we compare the standard approach, that assumes an informational ...
Paul Levine   +3 more
core   +2 more sources

Investigation of Inflation Response to Contractionary Monetary Policies in Islamic Banking System of Iran Based on Dynamic Stochastic General Equilibrium Modeling (DSGE)

open access: yesجستارهای اقتصادی, 2019
In Iran, the Monetary and Credit Council determines the rate of interest in terms of inflation rate and in a normative way. Critics of the country's banking system believe the issue is incompatible with the spirit of Islamic banking (i.e. sharing profits and losses).
Seyyed Reza Mirebrahimi   +3 more
openaire   +1 more source

QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy [PDF]

open access: yes
This paper develops a DSGE model for an open economy and estimates it on euro area data using Bayesian estimation techniques. The model features nominal and real frictions, as well as financial frictions in the form of liquidity constrained households ...
Marco Ratto   +2 more
core  

Sequential action and beliefs under partially observable DSGE environments [PDF]

open access: yes, 2012
Revised and resubmitted at Computational EconomicsThis paper introduces a classification of DSGEs from a Markovian perspective, and positions the class of POMDP (Partially Observable Markov Decision Process) to the center of a generalization of linear ...
Kim, Seong-Hoon
core  

History of recent developments in macroeconomic modeling : from Robert Lucas to dynamic stochastic general equilibrium (DSGE) models

open access: yes, 2017
This dissertation provides a history of macroeconomic modeling practices from RobertE. Lucas’s works in the 1970s up to today’s dynamic stochastic general equilibrium (DSGE) approach. Working from a historical perspective, I suggest that the recent rise of DSGE models should be characterized as a compromise between opposing views of modeling ...
openaire   +2 more sources

Home - About - Disclaimer - Privacy