Search Results - subject:"Dynamic Stochastic General Equilibrium Model"

Duarte, Diogo; Gil, Hamilton Galindo; Montecinos Bravo, … - In: The European journal of finance 28 (2022) 8, pp. 801-824

Persistent link: https://www.econbiz.de/10013373342

Understanding international long-term interest rate comovement

Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - In: Essays in honour of Fabio Canova, (pp. 147-189). 2022

Persistent link: https://www.econbiz.de/10013443916

The macroeconomic impacts of the COVID-19 pandemic : a SIR-DSGE model approach

Chan, Ying Tung - In: China economic review : an international journal 71 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013474321

Macroeconomic effects of tariffs shocks : the role of the effective lower bound and the labour market

Jacquinot, Pascal; Lozej, Matija; Pisani, Massimiliano - In: Journal of international money and finance 120 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013417344

Heterogeneous stock traders, endogenous bubbles, and economic fluctuations

He, Yiyao - In: Finance research letters 47 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10013457686

Bank capital shortfall in the euro area

Jondeau, Eric; Sahuc, Jean-Guillaume - In: Journal of financial stability 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013461300

A dissection of Indian growth using a DSGE filter

Sharma, Saurabh; Kumar Behera, Harendra - In: Journal of Asian economics 80 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013431661

Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation

Childers, David; Fernández-Villaverde, Jesús; Perla, Jesse - National Bureau of Economic Research - 2022

We propose a methodology to take dynamic stochastic general equilibrium (DSGE) models to the data based on the combination of differentiable state-space models and the Hamiltonian Monte Carlo (HMC) sampler. First, we introduce a method for implicit automatic differentiation of perturbation...

Persistent link: https://www.econbiz.de/10013435135

Differentiable state-space models and Hamiltonian Monte Carlo estimation

Childers, David; Fernández-Villaverde, Jesús; Perla, Jesse - 2022

Persistent link: https://www.econbiz.de/10013390700

Markups, inequality and monetary-fiscal policies

Chu, Shiou-Yen - In: Scottish journal of political economy : the journal of … 69 (2022) 4, pp. 367-395

Persistent link: https://www.econbiz.de/10013396100