Results 31 to 40 of about 14,163,905 (237)

Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach [PDF]

open access: yesپژوهشهای اقتصادی, 2021
Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “optimal investment portfolio”.
habib mosavi   +2 more
doaj  

Countercyclical prudential tools in an estimated DSGE model

open access: yesLatin American Journal of Central Banking, 2023
We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is
Serafín Frache   +2 more
doaj   +1 more source

The impact of monetization on the Tunisian economy using a simple DSGE model [PDF]

open access: yesMSA-Management Sciences Journal, 2023
The presence of money in the economy is mostly considered obvious. This chapter investigates the effect of monetization on the Tunisian economy with a Dynamic Stochastic General Equilibrium (DSGE) model.
Sarra Ben Chaabane, Haykel Hadj Salem
doaj   +1 more source

Application of dynamic stochastic general equilibrium models to the case of the Serbian economy [PDF]

open access: yesEkonomski Anali, 2014
This paper proposes a dynamic stochastic general equilibrium (DSGE) model for the Serbian economy. It is a modification of the existing models of Goodhart, Osorio and Tsomocos (2009) and Martinez and Tsomocos (2012).
Urošević Branko, Grga Nikola
doaj   +1 more source

Macroeconomic Effects of Maritime Transport Costs Shocks: Evidence from the South Korean Economy

open access: yesMathematics, 2023
In the aftermath of the COVID-19 pandemic, the dramatic increase in maritime transport costs might potentially exert detrimental impacts on the macroeconomy, especially for countries that heavily rely on international trade for their consumption and ...
Xingong Ding, Yong-Jae Choi
doaj   +1 more source

Applying the AD-AS Model to the Housing Market of Post-Socialist Economies

open access: yesCritical Housing Analysis, 2023
We propose applying the standard aggregate demand and aggregate supply model (AD-AS) to the housing market. It is a very simple and intuitive tool that can help shed light on the major forces at play in the market and that can supplement the use
Jacek Łaszek, Krzysztof Olszewski
doaj   +1 more source

Monetary Policy Rule and Taylor Principle in Mongolia: GMM and DSGE Approaches

open access: yesInternational Journal of Financial Studies, 2020
This article aims to examine the monetary policy rule under an inflation targeting in Mongolia with a focus on its conformity to the Taylor principle, through two kinds of approaches: a monetary policy reaction function by the generalized-method-of ...
Hiroyuki Taguchi, Ganbayar Gunbileg
doaj   +1 more source

Macroprudential Policy in a Heterogeneous Environment—An Application of Agent-Based Approach in Systemic Risk Modelling

open access: yesEntropy, 2020
Assessment of welfare effects of macroprudential policy seems the most important application of the Dynamic Stochastic General Equilibrium (DSGE) framework of macro-modelling.
Jagoda Kaszowska-Mojsa, Mateusz Pipień
doaj   +1 more source

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

open access: yesВестник 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   +1 more
doaj   +1 more source

A Bibliometric Analysis of the Developments and Research Frontiers of Agent-Based Modelling in Economics

open access: yesEconomies, 2022
Dynamic Stochastic General Equilibrium (DSGE) models are widely used as a tool for policy decision-making. These models lost their fame when they could not predict the crisis in 2008 and could not address policy problems afterward.
Ayesha Zehra, Amena Urooj
doaj   +1 more source

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