Results 171 to 180 of about 225,274 (228)

Bank Capital Regulation in Dynamic Stochastic General Equilibrium Models

open access: yesBank Capital Regulation in Dynamic Stochastic General Equilibrium Models
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Dynamic Identification of Dynamic Stochastic General Equilibrium Models

Econometrica, 2011
This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous equations do not apply because the state space solution of the model does not constitute a standard reduced form.
Ivana Komunjer, Serena Ng
semanticscholar   +4 more sources

Indirect inference and calibration of dynamic stochastic general equilibrium models

Journal of Econometrics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ramdan Dridi, Alain Guay, É. Renault
semanticscholar   +5 more sources

Dynamic Stochastic General Equilibrium Models

, 2018
Dynamic Stochastic General Equilibrium (DSGE) models have become popular in macroeconomics, but the combination of nonlinear microeconomic behavior of the agents and model-consistent expectations raise intricate computational issues; this chapter reviews solution methods and estimation of DSGE models.
M. Juillard
semanticscholar   +2 more sources

Money Policy in Dynamic Stochastic General Equilibrium Models

2009 International Asia Conference on Informatics in Control, Automation and Robotics, 2009
Abstract:  By using the quarterly data of 1996-2005 in China, we use a dynamic stochastic general equilibrium modeling framework to compare the different design of monetary policy: an interest rate feedback rule and  a money growth rule. Drawing on our econometric analysis, we argue that model, closed with interest rate feedback rule comes closer to ...
Yang Liu, Li Li
semanticscholar   +2 more sources

Probabilistic Real-Time Dynamic Line Rating Forecasting Based on Dynamic Stochastic General Equilibrium With Stochastic Volatility

IEEE Transactions on Power Delivery, 2021
Real-time dynamic line rating forecasting can be classified into two critical steps of evaluating the operation risk, and avoiding the overload operation of transmission lines.
S. Madadi   +2 more
semanticscholar   +1 more source

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