Results 51 to 60 of about 90 (77)

Requerimiento de Capital Bancario y Ciclos Económicos en un Modelo DSGE (Banking Capital Requirements and Business Cycles in a DSGE Model)

SSRN Electronic Journal, 2011
Spanish Abstract: Esta investigacion busca analizar si el requerimiento de capital bancario se comporta como un acelerador financiero. Ademas, se evalua los efectos sobre la volatilidad del producto y demas variables macroeconomicas y financieras de tres regimenes de regulacion en el requerimiento de capital (capital fijo, prociclico y contraciclico ...
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Propriedades dinâmicas de um modelo DSGE com parametrizações alternativas para o Brasil [PDF]

, 2011
This paper analyzes the dynamic properties of a DSGE model for Brazil, under alternative model parameterizations. First, we carefully review the literature in order to identify admissible ranges for the model's parameters. We then calculate selected impulse response functions (IRF) under various model parameterizations. We first analyze the sensitivity
Marco A. F. H. Cavalcanti, Luciano Vereda   +1 more
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Modelo dinâmico estocástico de equilíbrio geral (DSGE) para a economia brasileira: Versão 1 [PDF]

, 2010
This paper presents the first results of an ongoing project aimed at building and putting into operation a dynamic stochastic general equilibrium (DSGE) model for Brazil. The model is based on Smets and Wouters (2003) and Christiano ET AL.(2005), to which we add features that are typical of emerging economies in general and of the Brazilian economy in ...
Luciano Vereda, Marco A. F. H. Cavalcanti   +1 more
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Annlisis Costo-Beneficio De Pollticas Macroprudenciales En Un Modelo DSGE Para El Caso Colombiano (Cost-Benefit Analysis of the Macroprudential Policies in a DSGE Model for the Colombian Case)

SSRN Electronic Journal, 2017
Spanish Abstract: Este documento estima los parametros de un modelo DSGE de politica macroprudencial y monetaria para el caso colombiano, con el fin de realizar un analisis costo-beneficio de estas politicas. El modelo parametrizado replica el comportamiento de los agregados macro-financieros de la economia colombiana.
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Estimating DSGE Models: Recent Advances and Future Challenges

Annual Review of Economics, 2021
Jesus Fernández-Villaverde, Pablo A Guerrón-Quintana   +1 more
exaly  

Gasto en inversión pública y cambio estructural : enfoque a partir de un modelo DSGE

2020
Maestría
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DSGE on the metaverse

Finance Research Letters, 2023
Yunxia Bai, Bofu Zhang
exaly  

Inferência bayesiana e aplicações económicas: modelos DSGE e BVAR para a economia romena

2019
This dissertation aims to provide a Bayesian approach and its most recent economic applications, such as the Dynamic Stochastic General Equilibrium (DSGE) and Bayesian Autoregressive models (BVAR). Important theoretical aspects regarding Bayesian inference are presented and described such as the Bayes Theorem, prior distributions and MCMC methods ...
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Bayesian Analysis of DSGE Models

Econometric Reviews, 2007
Sungbae An, Frank Schorfheide
exaly  

DSGE model-based forecasting of non-modelled variables

International Journal of Forecasting, 2010
Frank Schorfheide, Keith Sill, Maxym Kryshko   +2 more
exaly