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Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction [PDF]

open access: possibleEnsayos 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.
openaire  

Monetary Policy Shocks and Effectiveness of Channels of Transmission in Nigeria: A Dynamic Stochastic General Equilibrium Approach

Global Business Review, 2019
This study examines the effect of anticipated and unanticipated monetary policy shocks on the effectiveness of monetary policy transmission mechanism in Nigeria by estimating a sticky-price dynamic stochastic general equilibrium (DSGE) model using ...
Akinlo A. Enisan   +1 more
semanticscholar   +1 more source

RETRACTED: News shocks modeling on monetary policies using dynamic stochastic general equilibrium (DSGE) model

International Journal of Intelligent Unmanned Systems, 2019
Purpose The purpose of this paper is to investigate the effects of news shocks on monetary policies using the dynamic stochastic general equilibrium (DSGE) model. To this end, two kinds of news shocks (known as technology and consumer preferences) are defined according to Khan and Tsoukalas’ (2012) approach.
Shapoor Zarei   +3 more
openaire   +1 more source

Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction [PDF]

open access: possible, 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.
openaire  

An Analysis of the Impact of the Digital Economy on Change in Thailand’s Economic Trends Using Dynamic Stochastic General Equilibrium (DSGE)

2018
Nowadays, information and communication technologies are widely used in Thailand. Also, the government has a policy to support economic development through ICT, expecting to help increase the growth of Thai economy. The research purpose is to study the impact of ICT on Thai economic trends.
Chaiwat Klinlampu   +3 more
openaire   +1 more source

Modeling the Mechanisms and Outcomes of Credit and Financial Shocks Using a Dynamic Stochastic General Equilibrium (DSGE) Model

Management Strategies and Engineering Sciences
In the Iranian economy, changes in bank deposit interest rates—as tools for implementing credit and monetary policies—have become a major concern for policymakers and macroeconomic authorities, due to the various channels and mechanisms through which they affect the economy and contribute to economic fluctuations.
Mohammad Ranjbari   +3 more
openaire   +1 more source

Dynamic stochastic general equilibrium (DSGE) priors for Bayesian vector autoregressive (BVAR) models: DSGE model comparison [PDF]

open access: possible, 2007
This Paper describes a procedure for constructing theory restricted prior distributions for BVAR models. The Bayes Factor, which is obtained without any additional computational e?ort, can be used to assess the plausibility of the restrictions imposed on the VAR parameter vector by competing DSGE models.
openaire   +1 more source

Payroll Paradox: Using Labour Market Fluctuation in Dynamic Stochastic General Equilibrium (DSGE) Modeling in Nigeria

International Journal of Advances in Engineering and Management
The application of DSGE models in economic research within the labour market in Nigeria call for concern and further need exploration. This study therefore examined labour market fluctuations in Nigeria from 2008 to 2022 using a DSGE model to analyze the payroll paradox. It also assesses how different economic shocks affect labour market outcomes.
Prof. Aremu Prof. Aremu   +3 more
openaire   +1 more source

Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model [PDF]

open access: possible, 2012
Traditionally, the task of monetary management is usually performed by the monetary authority on behalf of government. However, a key challenge in monetary management is how to deal with uncertainty. Thus, the relevant policy questions must include how best the available instruments of monetary policy be deployed in shock prone mature stabilizers ...
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K-DSGE 2.0: A Dynamic Stochastic General Equilibrium Model for Saudi Arabia with Carbon Circular Economy Features

This paper describes a substantially improved version of K-DSGE, the dynamic stochastic general equilibrium model of the Saudi Arabian economy, developed by KAPSARC researchers.
Hossa Almutairi   +3 more
openaire   +1 more source

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