Results 81 to 90 of about 14,163,905 (237)
Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995 – 2011
Ecos de Economía, 2011 Este documento presenta una revisión cronológica de los Modelos de Equilibrio General Dinámicos y Estocásticos (DSGE) desde 1995 hasta el 2011 desarrollados para la economía colombiana.
Ramiro Rodríguez Revilla
doaj
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
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
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, Volume 45, Issue 5, Page 2565-2586, August 2026.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
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 +2 more sources
Monetary and Macroprudential Policy and Welfare in an Estimated Four‐Agent New Keynesian Model
Journal of Money, Credit and Banking, Volume 58, Issue 5, Page 1411-1452, August 2026.Abstract We examine the social and agent‐specific welfare effects of monetary and macroprudential policy in a four‐agent estimated macro‐economic model comprising “banked simple households,” “underbanked simple households,” “firm owners,” and “bank owners.” Optimal capital requirement and loan loss provisions ratios improve all agent‐specific and ...
GEORGE J. BRATSIOTIS, KASUN D. PATHIRAGE
wiley +1 more source
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models
Computational Economics, 2018 I study the invertibility problem for time-varying dynamic stochastic general equilibrium (DSGE) models. The question of interest is whether the shocks of a time-varying DSGE model can be recovered from an infinite time-varying VAR on the observable ...
M. Cavicchioli
semanticscholar +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
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
Bayesian Estimation of a DSGE Model with Inventories [PDF]
This paper introduces inventories in an otherwise standard Dynamic Stochastic General Equilibrium Model (DSGE) of the business cycle. Firms accumulate inventories to facilitate sales, but face a cost of doing so in terms of costly storage of intermediate
Marcel Foerster
core