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~isPartOf:"Quantitative Economics"
~language:"eng"
~subject:"Bayesian estimation"
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A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and
business
cycles
Miao, Jianjun
;
Wang, Pengfei
;
Xu, Zhiwei
- In:
Quantitative Economics
6
(
2015
)
3
,
pp. 599-635
We present an estimated dynamic stochastic general equilibrium model of stock market bubbles and
business
cycles using …
Persistent link: https://www.econbiz.de/10011599686
Saved in:
2
A narrative approach to a fiscal DSGE model
Drautzburg, Thorsten
- In:
Quantitative Economics
11
(
2020
)
2
,
pp. 801-837
Structural DSGE models are used for analyzing both policy and the sources of
business
cycles. Conclusions based on full …
Persistent link: https://www.econbiz.de/10012215432
Saved in:
3
Precautionary saving and aggregate demand
Challe, Edouard
;
Matheron, Julien
;
Ragot, Xavier
; …
- In:
Quantitative Economics
8
(
2017
)
2
,
pp. 435-478
available at the
business
-cycle frequency (in addition to theusual macro and monetary time series). Incomplete insurance gives …
Persistent link: https://www.econbiz.de/10011995494
Saved in:
4
Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices
Kliem, Martin
;
Uhlig, Harald
- In:
Quantitative Economics
7
(
2016
)
1
,
pp. 257-287
business
-cycle implications. Next, we estimate the Smets–Wouters model subject to the same Sharpe ratio constraint. The results …
Persistent link: https://www.econbiz.de/10011599700
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