Inference in dynamic stochastic general equilibrium models with possible weak identification [PDF]
Quantitative Economics, 2014 This paper considers inference in log‐linearized dynamic stochastic general equilibrium (DSGE) models with weakly (including un‐) identified parameters.
Zhongjun Qu
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The Role of Internalization of Discount Factor on Households’ Behavior Using DSGE Model
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2023 This study attempts to examine the behavior of households in the Iranian economy within the framework of a dynamic stochastic general equilibrium model with the changes made in the endogenous discount factor.
Izadi Hamid Reza
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Application of dynamic stochastic general equilibrium models to the case of the Serbian economy [PDF]
Ekonomski Anali, 2014 This paper proposes a dynamic stochastic general equilibrium (DSGE) model for the Serbian economy. It is a modification of the existing models of Goodhart, Osorio and Tsomocos (2009) and Martinez and Tsomocos (2012).
Urošević Branko, Grga Nikola
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Empirical Models of General Economic Equilibrium [PDF]
Prostranstvennaâ Èkonomika, 2014 The article considers possibilities and limitations of empirical models of general economic equilibrium and gives their classification. The author divides computable models of general economic equilibrium into two groups: the first one is based on a ...
Dmitriy Aleksandrovich Izotov
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Applying the AD-AS Model to the Housing Market of Post-Socialist Economies
Critical Housing Analysis, 2023 We propose applying the standard aggregate demand and aggregate supply model (AD-AS) to the housing market. It is a very simple and intuitive tool that can help shed light on the major forces at play in the market and that can supplement the use
Jacek Łaszek, Krzysztof Olszewski
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Solving Monetary (MIU) models with Linearized Euler Equations: Method of Undetermined Coefficients [PDF]
International Journal of Research in Industrial Engineering, 2017 This paper attempts to solve a benchmark money in utility model by first order Taylor approximation to the policy function. After a brief summary of recent development in first order Taylor approximation in solving dynamic stochastic general equilibrium ...
S.F. Fakhrehosseini, Meysam kaviani
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Data cloning: Maximum likelihood estimation of DSGE models
Results in Applied Mathematics, 2020 We present evidence supporting the use of the data cloning method for maximum likelihood estimation of Dynamic Stochastic General Equilibrium models.
Luiz Gustavo C. Furlani +2 more
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Sankey diagrams for macroeconomics: A teaching complement bridging undergraduate and graduate Macro
Heliyon, 2022 There is a widespread call in the academy to teach macroeconomics more homogeneously at the graduate and undergraduate levels. Current state-of-the-art research in macroeconomics obliges teachers of graduate courses to focus on dynamic stochastic general
Gonzalo F. de-Córdoba +1 more
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Teaching DSGE models to undergraduates
EconomiA, 2018 This paper puts forward a systematic approach to teaching simple dynamic stochastic general equilibrium (DSGE) models to undergraduates. It proceeds in the following way: first, the structural model of the economy, which includes the households’ and ...
Celso J. Costa Junior +1 more
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Some aspects of construction and use of dynamic stochastic general equilibrium (DSGE) models
Вестник Пермского университета: Серия Экономика, 2016 The article deals with practical aspects of constructing dynamic stochastic general equilibrium models (DSGE). A basic model of the real business cycle theory (RBC) is considered.
Dmitriy Nikolaevich Shults +1 more
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