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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.
Michel Juillard
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Dynamic Stochastic General Equilibrium Models

Springer Texts in Business and Economics
Hamilton Galindo Gil, Alexis Montecinos Bravo, Marco Antonio Ortiz Sosa   +2 more
exaly   +2 more sources

Estimation errors in dynamic stochastic general equilibrium models. [PDF]

, 2023
Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech.
León-Gómez, Ana María
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Money Shock in Dynamic Stochastic General Equilibrium Models

2009 Second International Workshop on Knowledge Discovery and Data Mining, 2009
Based on the China economy data 1996-2005, two issues are addressed in this paper. First, we examine the ability of the DSGE model to describe stylized facts about China economy. The model succeeds to replicate the variability observed in 1996-2005. Second, we compare two methods of motivating money in DSGE Model.
Yang Liu, Li Li
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Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) Models

SSRN Electronic Journal, 2023
DSGE models are the main tool for analysing various questions in problems of monetary, business cycle theory and fiscal policy problems, growth and other fields in international macroeconomics and macroeconomics. Many macroeconomic publications use the DSGE framework. A consensus has been reached on the methodology for using such kind of model.
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Boggem: A Dynamic Stochastic General Equilibrium Model for Policy Simulations [PDF]

SSRN Electronic Journal, 2014
This paper presents the theoretical foundations and dynamic properties of a dynamic stochastic general equilibrium (DSGE) model designed for quantitative policy analysis and counterfactual exercises. The approach of the paper can be summarized as follows. First, we present the model’s theoretical framework and building blocks.
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ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY

Macroeconomic Dynamics, 2007
We explore asset pricing in the context of the one-sector Benhabib-Farmer-Guo (BFG) model with increasing returns to scale in production and compare our results with financial implications of the standard dynamic stochastic general equilibrium (DSGE) model.
Gershun, Natalia, Harrison, Sharon G.
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Estimating a dynamic stochastic general equilibrium model for Japan

Journal of the Japanese and International Economies, 2008
We estimate a medium-scale dynamic stochastic general equilibrium model of the Japanese economy following Christiano et al. [Christiano, L., Eichenbaum, M., Evans, C., 2005. Nominal rigidities and the dynamic effects of a shock to monetary policy. J. Polit. Economy 113 (1), 1–45].
Tomohiro Sugo, Kozo Ueda
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Information Aggregation in a Dynamic Stochastic General Equilibrium Model

NBER Macroeconomics Annual, 2015
We introduce the information microstructure of a canonical noisy rational expectations model (Hellwig 1980) into the framework of a conventional real businesscycle model. Each household receives a private signal about future productivity. In equilibrium, the stock price serves to aggregate and transmit this information.
Tarek A. Hassan, Thomas M. Mertens
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System reduction of dynamic stochastic general equilibrium models solved by gensys

Economics Letters, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lee, Jae Won, Park, Woong Yong
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