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  • Search: subject:"Dynamic equilibrium models"
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Year of publication
Subject
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Dynamic equilibrium models 8 Stochastic volatility 7 Parameter drifting 6 Dynamic equilibrium 5 Dynamisches Gleichgewicht 5 Bayesian methods 4 Bayes-Statistik 3 Bayesian inference 3 Calvo price setting 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 Volatility 3 Volatilität 3 Estimation 2 Estimation theory 2 Markov chain 2 Markov-Kette 2 Schätztheorie 2 Schätzung 2 continuous-time dynamic equilibrium models 2 Bayesian methods. 1 Business cycle 1 Continuous-time dynamic equilibrium models 1 Decision under risk 1 Dynamic Equilibrium models 1 Entscheidung unter Risiko 1 Estimation of Dynamic Equilibrium Models 1 Financial frictions 1 Financial market 1 Finanzmarkt 1 GPU computing 1 Geldpolitik 1 Great moderation 1 Incomplete market 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Invertibility 1 Kleine offene Volkswirtschaft 1
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Online availability
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Free 7 Undetermined 3
Type of publication
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Book / Working Paper 11 Article 3
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 2 Aufsatz in Zeitschrift 2 Conference Paper 1
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Language
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English 7 Undetermined 7
Author
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Fernández-Villaverde, Jesús 5 Fernandez-Villaverde, Jesus 3 Posch, Olaf 3 Rubio-Ramírez, Juan F. 3 Rubio-Ramírez, Juan Francisco 3 Guerrón-Quintana, Pablo 2 Guerrón-Quintana, Pablo A. 2 Rubio-Ramirez, Juan F. 2 Aldrich, Eric M. 1 Gallant, Ronald 1 Guerron-Quintana, Pablo 1 Guerron-Quintana, Pablo A. 1 Lappeteläinen, Antti 1 Lopez, Pierlauro 1 López-Salido, José David 1 Richard Higgins, C. 1 Sargent, Thomas J. 1 Vazquez-Grande, Francisco 1
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Institution
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Department of Economics, University of Pennsylvania 3 BBVA Research, Grupo BBVA 1 C.E.P.R. Discussion Papers 1 Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 1
Published in...
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PIER Working Paper Archive 3 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2018: Digitale Wirtschaft - Session: Business Cycles III 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo working papers 1 Documentos de trabajo / Fundación de Estudios de Economía Aplicada 1 Federal Reserve Bank of Cleveland working paper series 1 Journal of Econometrics 1 Journal of econometrics 1 Journal of macroeconomics 1 Research Reports / Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 1 Working Papers / BBVA Research, Grupo BBVA 1
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Source
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RePEc 7 ECONIS (ZBW) 5 EconStor 2
Showing 1 - 10 of 14
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Accounting for risk in a linearized solution : how to approximate the risky steady state and around it
Lopez, Pierlauro; López-Salido, José David; … - 2022
Persistent link: https://www.econbiz.de/10013277582
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Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule
Posch, Olaf - 2018
This paper explores the ability of the New-Keynesian (NK) model to explain the recent periods of quiet and stable inflation at near-zero nominal interest rates. We show how (conventional and unconventional) monetary policy shocks enlarge the ability to explain the facts, such that the theory...
Persistent link: https://www.econbiz.de/10011815818
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Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule
Posch, Olaf - 2018
This paper explores the ability of the New-Keynesian (NK) model to explain the recent periods of quiet and stable inflation at near-zero nominal interest rates. We show how (conventional and unconventional) monetary policy shocks enlarge the ability to explain the facts, such that the theory...
Persistent link: https://www.econbiz.de/10011892121
Saved in:
Cover Image
Resurrecting the New-Keynesian model : (un)conventional policy and the taylor rule
Posch, Olaf - 2018
This paper explores the ability of the New-Keynesian (NK) model to explain the recent periods of quiet and stable inflation at near-zero nominal interest rates. We show how (conventional and unconventional) monetary policy shocks enlarge the ability to explain the facts, such that the theory...
Persistent link: https://www.econbiz.de/10011804150
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Financial frictions and changing macroeconomic volatility
Richard Higgins, C. - In: Journal of macroeconomics 64 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012433732
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Estimating Dynamic Equilibrium Models with Stochastic Volatility
Fernandez-Villaverde, Jesus; Guerron-Quintana, Pablo; … - BBVA Research, Grupo BBVA - 2014
This paper develops a particle …ltering algorithm to estimate dynamic equilibrium models with stochastic volatility …
Persistent link: https://www.econbiz.de/10010897065
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2014
Persistent link: https://www.econbiz.de/10011661491
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo; … - In: Journal of Econometrics 185 (2015) 1, pp. 216-229
This paper develops a particle filtering algorithm to estimate dynamic equilibrium models with stochastic volatility …
Persistent link: https://www.econbiz.de/10011190731
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Journal of econometrics 185 (2015) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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Estimating Dynamic Equilibrium Models with Stochastic Volatility
Fernandez-Villaverde, Jesus; Guerrón-Quintana, Pablo; … - Department of Economics, University of Pennsylvania - 2013
We propose a novel method to estimate dynamic equilibrium models with stochastic volatility. First, we characterize the …
Persistent link: https://www.econbiz.de/10010822867
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