Results 61 to 70 of about 2,914 (217)
The Effect of Inflation Targeting Shock on the Balance Sheet in Iranian Banking System [PDF]
مطالعات مالی و بانکداری اسلامی, 2016 In this paper we examined the effects of inflation targeting regime based on the contents of Iranian banking system financial statements during the period of 1981-2014 using Dynamic Stochastic General Equilibrium (DSGE) model. To estimate DSGE parameters,
Azam Ahmadian +2 more
doaj
What Are The Drivers of Labor Productivity in Italy?
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper introduces a novel sign restriction identification within a structural Bayesian vector autoregression (VAR) to analyse how labour productivity responds to supply and demand shocks and to quantify the contribution of shocks to cyclical fluctuations.
Josué Diwambuena, Francesco Ravazzolo
wiley +1 more source
Bayesian analysis of DSGE models [PDF]
This paper reviews Bayesian methods that have been developed in recent years to estimate and evaluate dynamic stochastic general equilibrium (DSGE) models.
Sungbae An, Frank Schorfheide
core
The Impact of Macro Economic Shocks on Asset and Liability Management in the Banking System; A DSGE Approach [PDF]
سیاستگذاری اقتصادیPurpose: Examining the interaction between the banking sector, particularly asset-liability management in the banking system, and the other sectors of the macro-economy is of special importance. This research aims to enrich the literature on this subject
Mohammadamin Khalili +3 more
doaj +1 more source
Is There an Information Channel of Monetary Policy?
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Exploiting the heteroskedasticity of the changes in short‐term and long‐term interest rates and exchange rates around the FOMC announcement, we identify three structural monetary policy shocks. We eliminate the predictable part of the shocks and study their effects on financial variables and macro variables.
Oliver Holtemöller +2 more
wiley +1 more source
A Small Open Economy DSGE Model for Pakistan [PDF]
This paper estimates a small open economy Dynamic Stochastic General Equilibrium (DSGE) model for Pakistan using Bayesian simulation approach. Model setup is based on new Keynesian framework, characterized by nominal rigidity in prices with habit ...
Khan, Safdar Ullah, Haider, Adnan
core +1 more source
Lecturas de Economía, 2011 This paper seeks to develop an optimal fiscal policy rule for the Colombian economy that interacts with the monetary policy in order to stabilize the product and inflation gap.
Juan Camilo Galvis Ciro +2 more
doaj
Monetary–Fiscal Coordination in South Africa: Aligning the Stars
South African Journal of Economics, Volume 94, Issue 3, September 2026.ABSTRACT Monetary–fiscal policy tensions build‐up when debt is rising and inflation is falling. We introduce the concept of a fiscal‐neutral rate (fiscal r‐star) into a two‐agent new Keynesian dynamic stochastic general equilibrium model estimated with South African data.
Roy Havemann, Hylton Hollander
wiley +1 more source
A dynamic stochastic general equilibrium model for Switzerland [PDF]
This paper presents a DSGE (dynamic stochastic general equilibrium) model of the Swiss economy used since 2007 in the monetary policy decision process at the Swiss National Bank.
Nicolas Alexis Cuche-Curti +2 more
core
Foreign Exchange Regimes in (Normal Times and) Times of War: Insights From Ukraine
Scottish Journal of Political Economy, Volume 73, Issue 3, July 2026.ABSTRACT On February 24, 2022, as Russia invaded, the National Bank of Ukraine switched from a flexible to a fixed‐exchange rate regime. Was this optimal? We develop a tractable but carefully calibrated open‐economy model of Ukraine with nominal rigidities and frictions in international financial markets.
Oliver de Groot, Yevhenii Skok
wiley +1 more source