Sound Fiscal Reactions to Stochastic Shocks: A DSGE Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 Using a New Keynesian dynamic stochastic general equilibrium of Iran with price rigidity and imperfect markets, this paper shows how different stochastic shocks affect main macroeconomic variables in presence of variety of reaction functions. In this way,
Javid Bahrami, Meysam Rafei
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A New Keynesian Dynamic Stochastic General Equilibrium (DSGE) Model for an Oil Exporting Country [PDF]
پژوهشهای اقتصادی, 2011 This paper develops a New Keynesian dynamic stochastic general equilibrium (DSDE) model to study Iran's economy. The model considers the dependence of Iran's economy to oil exports.
Mahmoud Motavaseli +3 more
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Perturbation methods for Markov-switching dynamic stochastic general equilibrium models [PDF]
Quantitative Economics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew Foerster +3 more
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Dynamic Stochastic General Equilibrium model for the Islamic economy [PDF]
Investment Management and 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 of the ethical system.The authors explore the use of the new Dynamic Stochastic General Equilibrium
Khawla Dahani, Rajae Aboulaich
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The Effect of Stock Price Shock on Macroeconomic Variables: A DSGE Approach [PDF]
پژوهشهای اقتصادی, 2018 This article attempts to examine the impact of stock market fluctuations on macroeconomic variables by designing a New Keynesian approach in a dynamic stochastic general equilibrium (DSGE) model.
Zahra Afshari +2 more
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Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach [PDF]
پژوهشهای اقتصادی, 2021 Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “optimal investment portfolio”.
habib mosavi +2 more
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Efficient Likelihood Evaluation of State-Space Representations [PDF]
We develop a numerical procedure that facilitates efficient likelihood evaluation in applications involving non-linear and non-Gaussian state-space models.
David N. DeJong +4 more
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Analysing Social Epidemics by Delayed Stochastic Models
Discrete Dynamics in Nature and Society, 2012 We investigate the dynamics of a delayed stochastic mathematical model to understand the evolution of the alcohol consumption in Spain. Sufficient condition for stability in probability of the equilibrium point of the dynamic model with aftereffect and ...
Francisco-José Santonja +1 more
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Designing a New Keynesian Dynamic Stochastic General Equilibrium Model for Iran's Economy with Banking Sector [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2013 Owing to importance of monetary and financial aspects of macroeconomic fluctuations, and the role of financial intermediaries, in this paper, we design a new Keynesian Dynamic Stochastic General Equilibrium (DSGE) model with regard to banking, to analyze
Somayeh Shahhosseini, Javid Bahrami
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Lecturas de Economía, 2012 Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico Resumen: Este documento busca formular, para la economía colombiana, una regla de política fiscal óptima que
Juan Galvis, Juan Bedoya, Rubén Loaiza
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