Results 31 to 40 of about 721,272 (116)

La necesidad de un cambio de paradigma en la predicción económica. Del equilibrio general a los modelos basados en agentes

Encrucijadas: Revista Crítica de Ciencias Sociales, 2012
La teoría macroeconómica ha desarrollado distintos modelos para evaluar y simular políticas de acuerdo a las teorías dominantes en cada momento. Actualmente muchos bancos centrales y administraciones públicas usan los modelos de equilibrio general ...
Juan Luis Santos
doaj  

Política Monetária e Preço dos Imóveis no Brasil: Uma Análise a partir de um Modelo DSGE

Revista Brasileira de Economia, 2018
Este artigo avalia se o comportamento recente do Banco Central do Brasil sugere que a politica monetaria tem reagido a mudancas nos precos das habitacoes. Para responder a esta questao, utilizam-se duas estrategias. Num primeiro momento, sao estimadas funcoes de reacao utilizando metodos de equacoes simples por meio de Minimos Quadrados Ordinarios e ...
Silva, Marcelo Eduardo Alves da, Besarria, Cássio da Nóbrega   +1 more
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Bayesian Estimation of a DSGE Model with Inventories [PDF]

This paper introduces inventories in an otherwise standard Dynamic Stochastic General Equilibrium Model (DSGE) of the business cycle. Firms accumulate inventories to facilitate sales, but face a cost of doing so in terms of costly storage of intermediate
Marcel Foerster
core  

Evaluación de Políticas Crediticias en un Modelo DSGE

, 2016
Economista
Pinto, Daniel, Ordóñez, Angélica
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Ciclos econômicos em países emergentes: um modelo DSGE para a economia brasileira [PDF]

, 2019
Dissertacao (mestrado)- Universidade de Brasilia, Programa de Pos-Graduacao em Economia, 2016.
openaire   +2 more sources

Bayesian analysis of DSGE models [PDF]

This paper reviews Bayesian methods that have been developed in recent years to estimate and evaluate dynamic stochastic general equilibrium (DSGE) models.
Sungbae An, Frank Schorfheide
core  

Impulse response identification in DSGE models [PDF]

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  

DSGE Model-Based Forecasting of Non-modelled Variables [PDF]

This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables).
Maxym Kryshko, Keith Sill, Frank Schorfheide   +2 more
core  

Confrontando un modelo DSGE con los datos

, 2020
In this document we try to answer a key question in macroeconomic modeling. How much does a stochastic model of general equilibrium reproduce the data? To answer this question we use three metrics. First, we compare the statistical moments of the model with the data. Second, we perform a simulation of the cycles.
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Forecasting with DSGE models [PDF]

In this paper we review the methodology of forecasting with log-linearised DSGE models using Bayesian methods. We focus on the estimation of their predictive distributions, with special attention being paid to the mean and the covariance matrix of h-step
Warne, Anders, Coenen, Günter, Christoffel, Kai   +2 more
core