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Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models [PDF]

open access: yes
This paper shows how to identify the structural shocks of a Vector Autore- gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process.
Alexander Kriwoluzky
core  

Time-Consistent Control in Non-Linear Models [PDF]

open access: yes
We show how to use optimal control theory to derive optimal time-consistent Markov-perfect government policies in nonlinear dynamic general equilibrium models, extending the result of Cohen and Michel (1988) for models with quadratic objective functions ...
Florian Pelgrin, Steve Ambler
core  

Impulse response identification in DSGE models [PDF]

open access: yes
Dynamic stochastic general equilibrium (DSGE) models have become a widely used tool for policymakers. This paper modifies the global identification theory used for structural vector autoregressions, and applies it to DSGE models.
Martin Fukac
core  

e3SIM: Epidemiological-ecological-evolutionary simulation framework for genomic epidemiology. [PDF]

open access: yesMethods Ecol Evol
Xu P   +14 more
europepmc   +1 more source

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