The Impact of Financial and Energy Sanctions on Output Gap in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2019 Analyzing the effects of energy and financial sanctions on the output gap of the economy of Iran is the aim of this study. To do so, a New-Keynesian DSGE model is used to design the structure of model.
Masoud Kiumarthi +3 more
doaj +1 more source
International Journal of Engineering Business Management, 2018 Large body of empirical literature points to the tight integration of financial and credit markets with real economic activity as well as the need for inclusion of financial frictions into macroeconomic modelling.
Irena Palić
doaj +1 more source
Bolivia’s fiscal rules: dynamic stochastic general equilibrium model approach [PDF]
Changes in fiscal revenues in Bolivia allow us to assess its impact on the fiscal budget and spending policy. Based on a Dynamic Stochastic General Equilibrium Model (DSGE) using stylized facts for small open economy, we’re looking for a simulation of ...
Daney, Valdivia, Marcelo, Montenegro
core +1 more source
Vector Autoregressions and Reduced Form Representations of DSGE Models [PDF]
Vector Autoreregression; Dynamic Stochastic General Equilibrium Model; Kalman Filter; Business Cycle ...
Federico Ravenna
core
Derivation of Phillips Curve Using an Open Economy Stochastic Dynamic General Equilibrium Model: Case Study Iran [PDF]
پژوهشهای اقتصادی, 2016 In the present study, the New Keynesian Phillips Curve is derived for Iran using an Open Economy Dynamic Stochastic General Equilibrium model. Due to inflation persistence in Iran, a new hybrid Keynesian Phillips curve is estimated using Central Bank of ...
Ahmad Jafari Samimi +3 more
doaj
Marginal Efficiency of Investment Shocks and Consumption Puzzle A Dynamic Stochastic General Equilibrium Model [PDF]
پژوهشهای اقتصادیAim and Introduction Studies and contributions of structural vector autoexplanatory models using Bayesian and classical techniques have provided evidence that shocks to the marginal efficiency of investment are the main drivers of economic volatility in ...
Mousa Maghsoudi +2 more
doaj
The Choice of the Best Tax Base to Finance Fiscal Stimulus Programs in Iran Using a Dynamic Stochastic General Equilibrium Model [PDF]
پژوهشهای اقتصادی, 2019 The application of fiscal stimulus programs (FSPs) to achieve economic growth requires knowing the source of its funding, because different methods and various taxation bases for financing of the FSPs affect their effectiveness and influence the economy.
elham gholami
doaj
Linear-quadratic approximation, external habit and targeting rules [PDF]
We examine the linear-quadratic (LQ) approximation of non-linear stochastic dynamic optimization problems in macroeconomics, in particular for monetary policy.
Levine, Paul +2 more
core
Bayesian estimation of a dynamic stochastic general equilibrium model with health disaster risk. [PDF]
Stoch Environ Res Risk Assess, 2023 Keshavarzi A, Horry HR.
europepmc +1 more source