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Bank Capital Regulation in Dynamic Stochastic General Equilibrium Models

open access: yesBank Capital Regulation in Dynamic Stochastic General Equilibrium Models
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Dynamic Identification of Dynamic Stochastic General Equilibrium Models

Econometrica, 2011
This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous equations do not apply because the state space solution of the model does not constitute a standard reduced form.
Serena Ng
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Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) Models

SSRN Electronic Journal, 2023
DSGE models are the main tool for analysing various questions in problems of monetary, business cycle theory and fiscal policy problems, growth and other fields in international macroeconomics and macroeconomics. Many macroeconomic publications use the DSGE framework. A consensus has been reached on the methodology for using such kind of model.
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Money Shock in Dynamic Stochastic General Equilibrium Models

2009 Second International Workshop on Knowledge Discovery and Data Mining, 2009
Based on the China economy data 1996-2005, two issues are addressed in this paper. First, we examine the ability of the DSGE model to describe stylized facts about China economy. The model succeeds to replicate the variability observed in 1996-2005. Second, we compare two methods of motivating money in DSGE Model.
Liu Yang, Li Li
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Money Policy in Dynamic Stochastic General Equilibrium Models

2009 International Asia Conference on Informatics in Control, Automation and Robotics, 2009
Abstract:  By using the quarterly data of 1996-2005 in China, we use a dynamic stochastic general equilibrium modeling framework to compare the different design of monetary policy: an interest rate feedback rule and  a money growth rule. Drawing on our econometric analysis, we argue that model, closed with interest rate feedback rule comes closer to ...
Yang Liu, Li Li
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