Results 101 to 110 of about 225,274 (228)

An estimated DSGE model for the United Kingdom [PDF]

We estimate the dynamic stochastic general equilibrium model of Christiano, Eichenbaum, and Evans (2005) on United Kingdom data. Our estimates suggest that price stickiness is a more important source of nominal rigidity in the U.K.
Edward Nelson, Riccardo DiCecio
core  

Real Business Cycle Models of the Great Depression [PDF]

This paper presents and assesses the recent application of models in the Real Business Cycle (RBC) tradition to the analysis of the Great Depression of the 1930s.
Luca PENSIEROSO
core  

Monetary policy analysis with potentially misspecified models [PDF]

This paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE ...
Del Negro, Marco, Schorfheide, Frank
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Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data

, 2007
V. Corradi, Norman R. Swanson
semanticscholar   +1 more source

Business Cycle Theory and Econometrics [PDF]

We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct
Allan W. Gregory, Gregor W. Smith
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Information criteria for impulse response function matching estimation of DSGE models [PDF]

We propose a new information criterion for impulse response function matching estimators of the structural parameters of macroeconomic models. The main advantage of our procedure is that it allows the researcher to select the impulse responses that are ...
Alastair Hall, Atsushi Inoue, Barbara Rossi, James M. Nason   +3 more
core  

Mathematical analysis of a stochastic delay model for respiratory syncytial virus dynamics. [PDF]

Sci Rep
Raza A, Lampart M, Shafique U, Alfwzan WF, Fadhal E.   +4 more
europepmc   +1 more source

Potential Output in DSGE Models [PDF]

In view of the increasing use of Dynamic Stochastic General Equilibrium (DSGE) models in the macroeconomic projections and the policy process, this paper examines, both conceptually and empirically, alternative notions of potential output within DSGE ...
Henrik Kucsera, Igor Vetlov, Magnus Jonsson, Massimiliano Pisani, Tibor Hlédik   +4 more
core   +1 more source

Quantifying and comparing causal patterns in stochastic chemical reaction networks. [PDF]

NPJ Syst Biol Appl
Kahramanoğulları O.
europepmc   +1 more source

Dynamic Stochastic General Equilibrium Models in a Liquidity Trap and Self-Organizing State Space Modeling

, 2009
K. Yano
semanticscholar   +1 more source