Results 11 to 20 of about 225,274 (228)
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models [PDF]
Quantitative Economics, 2016 Markov‐switching dynamic stochastic general equilibrium (MSDSGE) modeling has become a growing body of literature on economic and policy issues related to structural shifts.
Andrew T. Foerster +3 more
semanticscholar +7 more sources
Methods to Estimate Dynamic Stochastic General Equilibrium Models [PDF]
Journal of Economic Dynamics and Control, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
F. Ruge-Murcia
semanticscholar +8 more sources
Quantitative Economics, 2012 This paper considers issues related to identification, inference, and computation in linearized dynamic stochastic general equilibrium (DSGE) models. We first provide a necessary and sufficient condition for the local identification of the structural ...
Zhongjun Qu, D. Tkachenko
semanticscholar +3 more sources
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Quantitative Economics, 2015 This paper examines the issue of weak identification in maximum likelihood, motivated by problems with estimation and inference in a multidimensional dynamic stochastic general equilibrium model.We show that two forms of the classical score (Lagrange ...
Isaiah Andrews, A. Mikusheva
semanticscholar +3 more sources
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Quantitative Economics, 2013 A common problem in estimating dynamic stochastic general equilibrium models is that the structural parameters of economic interest are only weakly identified.
Pablo A. Guerrón-Quintana +2 more
semanticscholar +3 more sources
Bayesian dynamic stochastic general equilibrium model of Kazakhstan
Хабаршысы. Экономика сериясы, 2019 The article presents dynamic stochastic general equilibrium model of Kazakhstan and its parameters estimation by Bayesian methods. A feature of DSGE-approach is the use of the neo-Keynesian microeconomic foundation, which allows ...
Shults D.N.
doaj +1 more source
Dynamic Stochastic General Equilibrium model for the Islamic economy [PDF]
Investment Management and Financial Innovations, 2018 This article is concerned with the debate around the economic knowledge evolution and the role of ethics in economy. It reports on the 2008 crisis, the research literature reveals two main problems: the efficiency of the economic modeling and the failure
K. Dahani, R. Aboulaich
semanticscholar +2 more sources
Evaluating dynamic stochastic general equilibrium models using likelihood methods [PDF]
, 2002 This paper develops a method that uses a likelihood approach to directly compare two or more non-nested dynamic, stochastic general equilibrium (DSGE) models. It is shown how DSGE models can be compared across the whole sample and how this measure can be
Landon-Lane, John S.
core +2 more sources
Bolivia’s Fiscal Rules: Dynamic Stochastic General Equilibrium Model Approach [PDF]
SSRN Electronic Journal, 2009 Changes in fiscal revenues in Bolivia allow us to assess its impact on the fiscal budget and spending policy. Based on a Dynamic Stochastic General Equilibrium Model (DSGE) using stylized facts for small open economy, we’re looking for a simulation of fundamentals’ responses or effects against different fiscal rules applied.
Daney, Valdivia, Marcelo, Montenegro
openaire +2 more sources