Results 71 to 80 of about 14,163,905 (237)
Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China
Accounting &Finance, Volume 66, Issue 3, Page 2442-2473, September 2026.ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong +3 more
wiley +1 more source
Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models
Social Science Research Network, 2019 Despite the recent introduction of novel solution methods for Dynamic Stochastic General Equilibrium (DSGE), perturbation methods are still among the most popular and widely used solution techniques for DSGE models.
F. Blasques, Marc Nientker
semanticscholar +1 more source
Demographic Dynamics and International Trade: Stylized Facts and Theoretical Insights
Journal of Economic Surveys, Volume 40, Issue 4, Page 1806-1833, September 2026.ABSTRACT Demographic change within a country has economic repercussions for other countries through international transactions. Ongoing shifts in population size and age structure across countries have important implications for international trade, operating through changes in market size, consumption preferences, and labor supply.
Kumuthini Sivathas
wiley +1 more source
On Concurrent Solutions in Differential Games
Business Systems Research, 2011 We examine solutions in which neither player is worse off from the leadership of one in a policy maker-public game. The loop model of dynamic games is used. Outcome space is dotted with equivalence classes of solutions.
Romar Correa
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
SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting [PDF]
The paper documents elements of work on the dynamic stochastic general equilibrium (DSGE) SOEPL model that has been carried out in recent years at the National Bank of Poland.
Grzegorz Grabek +2 more
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Croatian Operational Research Review, 2017 Assumptions on market structure are crucial in formulating dynamic stochastic general equilibrium (DSGE) models. The inclusion of the price stickiness assumption in DSGE models has questioned the money neutrality, which is a characteristic of DSGE models
Ksenija Dumičić +2 more
doaj +1 more source
Using DSGE and Machine Learning to Forecast Public Debt for France
Journal of Forecasting, Volume 45, Issue 5, Page 2173-2185, August 2026.ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos +4 more
wiley +1 more source
Dynamic Stochastic General Equilibrium model for the Islamic economy
Investment Management & Financial Innovations, 2018 This article is concerned with the debate around the economic knowledge evolution and the role of ethics in economy. It reports on the 2008 crisis, the research literature reveals two main problems: the efficiency of the economic modeling and the failure
K. Dahani, R. Aboulaich
semanticscholar +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
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