Search Results - subject:"Dynamic stochastic"

Monetary and macroprudential policy in an estimated DSGE model of the euro area

Quint, Dominic; Rabanal, Pau - In: International journal of central banking : IJCB 10 (2014) 2, pp. 169-236

Persistent link: https://www.econbiz.de/10010370251

Capital flows, financial intermediation and macroprudential policies

Ghilardi, Matteo F.; Peiris, Shanaka Jayanath - 2014

Persistent link: https://www.econbiz.de/10010441760

Inflation dynamics : the role of public debt and policy regimes

Bhattarai, Saroj; Lee, Jae Won; Park, Woong-yong - In: Journal of monetary economics 67 (2014), pp. 93-108

Persistent link: https://www.econbiz.de/10010510920

A review of nonfundamentalness and identification in structural VAR models

Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco - 2007

literature to assess the validity of Dynamic Stochastic General Equilibrium models, providing some interesting examples. We …

Persistent link: https://www.econbiz.de/10010328658

Linear-quadratic approximation, external habit and targeting rules

Levine, Paul; Pearlman, Joseph G.; Pierse, Richard - 2007

the Hamiltonian approach to a Dynamic Stochastic General Equilibrium model with external habit in consumption. Third, we …

Persistent link: https://www.econbiz.de/10011604805

Linear-quadratic approximation, external habit and targeting rules

Levine, Paul; Pearlman, Joseph G.; Pierse, Richard - European Central Bank - 2007

the Hamiltonian approach to a Dynamic Stochastic General Equilibrium model with external habit in consumption. Third, we …

Persistent link: https://www.econbiz.de/10005530953

The Great Depression in Belgium from a Neo-Classical Perspective

Luca, PENSIEROSO - Institut de Recherche Économique et Sociale (IRES), … - 2007

This paper casts the Belgian Great Depression of the 1930s within a dynamic stochastic general equilibrium (DSGE …

Persistent link: https://www.econbiz.de/10004984899

A Review of Nonfundamentalness and Identification in Structural VAR Models

Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco - Laboratory of Economics and Management (LEM), Scuola … - 2007

latter is used in the literature to assess the validity of Dynamic Stochastic Gen- eral Equilibrium models, providing some …- sentations starting from an estimated VAR. Keywords: Nonfundamentalness, Structural VAR, Dynamic Stochastic General Equi- librium … Dynamic Stochastic General Equilibrium (DSGE) models and a recent method proposed by Fernandez-Villaverde et al. [2005] to …

Persistent link: https://www.econbiz.de/10005292639

Documentation of the Research and Statistics Divisions Estimated DSGE Model of the U.S. Economy : 2006 Version

Edge, Rochelle M.; Kiley, Michael T.; Laforte, Jean-Philippe - 2007

This paper provides documentation for the large-scale estimated DSGE model of the U.S. economy used in Edge, Kiley, and Laforte (2007). The model represents part of an ongoing research project (the Federal Reserve Board's Estimated, Dynamic, Optimization-based - FRB/EDO - model project) in the...

Persistent link: https://www.econbiz.de/10014222384

Long Swings and Chaos in the Exchange Rate in a DSGE Model with a Taylor Rule

Bask, Mikael - 2007

A DSGE model with a Taylor rule is augmented with an evolutionary switching between technical and fundamental analyses in currency trade, where the fractions of these trading tools are determined within the model. Then, a shock hits the economy. As a result, chaotic dynamics and long swings may...

Persistent link: https://www.econbiz.de/10014222710