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]
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
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Countercyclical prudential tools in an estimated DSGE model
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
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The impact of monetization on the Tunisian economy using a simple DSGE model [PDF]
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
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Application of dynamic stochastic general equilibrium models to the case of the Serbian economy [PDF]
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
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Macroeconomic Effects of Maritime Transport Costs Shocks: Evidence from the South Korean Economy
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
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Applying the AD-AS Model to the Housing Market of Post-Socialist Economies
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
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Monetary Policy Rule and Taylor Principle in Mongolia: GMM and DSGE Approaches
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
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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
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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
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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
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