Results 21 to 30 of about 14,163,905 (237)

The Substitution of Taxes for Oil Revenues by Designing a Dynamic Stochastic General Equilibrium (DSGE) [PDF]

open access: yesپژوهشهای اقتصادی, 2018
This paper aims to examine the replacement oil revenues with tax revenues in the Iranian economy. For this purpose, using dynamic stochastic general equilibrium (DSGE) approach, a small open economy model consisting of two tradable and non-tradable ...
parviz rostamzadeh   +1 more
doaj   +1 more source

The dynamics of the beta coefficient of stock prediction in the framework of structural macroeconomic models [PDF]

open access: yesتصمیم گیری و تحقیق در عملیات, 2019
The present research is aimed at predicting the beta coefficient (systematic risk) prediction dynamics within the framework of two macroeconomic structural models, the model in the context of dynamic stochastic general equilibrium (DSGE) and Panel Vector
Meisam Kaviani
doaj   +1 more source

Fiscal Policy Multipliers in Small States

open access: yesEconomía, 2021
This paper estimates fiscal policy multipliers for small states using two distinct models: an empirical forecast error model with data from twenty-three small states across the world, and a dynamic stochastic general equilibrium (DSGE) model calibrated ...
Alia Lichi, Ippei Shibata, Kadir Tanyeri
doaj   +1 more source

Redesigning carbon emissions reduction policies for China’s manufacturing industry: a dynamic stochastic general equilibrium approach

open access: yesFrontiers in Energy Research, 2023
The design of China’s industrial carbon reduction policies is still in its early stages, so currently, comparing the effectiveness of various emission reduction policies can help China design emission reduction policies.
Yu-Tao Lei   +3 more
semanticscholar   +1 more source

MacroModelling.jl: A Julia package for developing and solving dynamic stochastic general equilibrium models

open access: yesJournal of Open Source Software, 2023
MacroModelling.jl is a Julia (Bezanson et al., 2017) package for developing and solving dynamic stochastic general equilibrium (DSGE) models. These kinds of models describe the behavior of a macroeconomy and are particularly suited for counterfactual ...
Thore Kockerols
semanticscholar   +1 more source

Teaching DSGE models to undergraduates

open access: yesEconomiA, 2018
This paper puts forward a systematic approach to teaching simple dynamic stochastic general equilibrium (DSGE) models to undergraduates. It proceeds in the following way: first, the structural model of the economy, which includes the households’ and ...
Celso J. Costa Junior   +1 more
doaj   +1 more source

Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model

open access: yesEconomiA, 2016
The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE) model using Bayesian methods and allowing for Markov switching of ...
Caio César Soares Gonçalves   +2 more
doaj   +1 more source

Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework

open access: yesJournal of Risk and Financial Management, 2023
We conducted a study analyzing the impact of productivity shocks on equity returns in the U.S. economy from Q1 1960 to Q1 2022 using an RBC DSGE model. Our results suggest that while initial productivity shocks lead to higher equity returns, this effect ...
B. Adrangi, Juan Nicolás D’Amico
semanticscholar   +1 more source

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

open access: yesLecturas 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

COVID-19 Shocks, Monetary Policy, and Real Estate Price Volatility: Analysis Based on a Dynamic Stochastic General Equilibrium Perspective

open access: yesScientific Programming, 2022
The COVID-19 pneumonia epidemic in early 2020 severely affected all sectors of the Chinese economy, with economic growth plummeting but the property market continuing to heat up after a brief contraction.
Zhe Hou, Yu Song, Wen Xin
semanticscholar   +1 more source

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