Results 111 to 120 of about 225,274 (228)
Calibrated models of the business cycle typically assume a certain frequency at which economic agents take decisions. In this paper I show that the local stability properties of dynamic stochastic general equilibrium macro models may depend on the length
Hintermaier, Thomas
core
A dual-stochastic real options model for sports tourism investment: A case study in China. [PDF]
Liu T, Cheng J, Huang Y.
europepmc +1 more source
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models [PDF]
Many estimated macroeconomic models assume interest rate smoothing in the monetary policy equation. In practice, monetary policymakers adjust a target level for the federal funds rate by discrete increments.
Anatoliy Belaygorod, Michael J. Dueker
core
Dynamics of a two-patch epidemic model with deterministic/stochastic migration and distributed delays. [PDF]
Kang T, Cao B, Shi Z, Wang Q.
europepmc +1 more source
Adaptive microfoundations for emergent macroeconomics [PDF]
In this paper we present the basics of a research program aimed at providing microfoundations to macroeconomic theory on the basis of computational agentbased adaptive descriptions of individual behavior.
Domenico Delli Gatti +3 more
core
Stochastic control of influenza spread: A Lévy-driven SDE and branching process approach. [PDF]
Mohammad KM, Khan T, Kamrujjaman M.
europepmc +1 more source
Posterior Predictive Analysis for Evaluating DSGE Models [PDF]
In this paper, we develop and apply certain tools to evaluate the strengths and weaknesses of dynamic stochastic general equilibrium (DSGE) models. In particular, this paper makes three contributions: One, it argues the need for such tools to evaluate ...
Faust, Jon, Gupta, Abhishek
core +1 more source
Square integrable solutions and stability of a second-order stochastic integro-differential equation. [PDF]
Oudjedi-Damerdji LF +4 more
europepmc +1 more source
Maintenance of polymorphism in spatially heterogeneous environments. [PDF]
Sakamoto T, Yeaman S.
europepmc +1 more source

