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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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Boggem: A Dynamic Stochastic General Equilibrium Model for Policy Simulations [PDF]

open access: possibleSSRN Electronic Journal, 2014
This paper presents the theoretical foundations and dynamic properties of a dynamic stochastic general equilibrium (DSGE) model designed for quantitative policy analysis and counterfactual exercises. The approach of the paper can be summarized as follows. First, we present the model’s theoretical framework and building blocks.
D. Papageorgiou
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A dynamic stochastic general equilibrium model for Switzerland [PDF]

open access: yes, 2009
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. In addition to forecasting the likely course of main macro variables under various scenarios for the Swiss economy, the model DSGE-CH serves as a laboratory for studying ...
Nicolas Alexis Cuche-Curti   +2 more
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Information Aggregation in a Dynamic Stochastic General Equilibrium Model

NBER Macroeconomics Annual, 2015
We introduce the information microstructure of a canonical noisy rational expectations model (Hellwig 1980) into the framework of a conventional real businesscycle model. Each household receives a private signal about future productivity. In equilibrium, the stock price serves to aggregate and transmit this information.
Tarek A. Hassan, Thomas M. Mertens
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Estimating a dynamic stochastic general equilibrium model for Japan

Journal of the Japanese and International Economies, 2008
We estimate a medium-scale dynamic stochastic general equilibrium model of the Japanese economy following Christiano et al. [Christiano, L., Eichenbaum, M., Evans, C., 2005. Nominal rigidities and the dynamic effects of a shock to monetary policy. J. Polit. Economy 113 (1), 1–45].
Tomohiro Sugo, Kozo Ueda
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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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