Search Results - subject:"dynamic general equilibrium"

Taming the Curse of Dimensionality : Quantitative Economics with Deep Learning

Fernández-Villaverde, Jesús; Nuño, Galo; Perla, Jesse - National Bureau of Economic Research - 2024

We argue that deep learning provides a promising avenue for taming the curse of dimensionality in quantitative economics. We begin by exploring the unique challenges posed by solving dynamic equilibrium models, especially the feedback loop between individual agents' decisions and the aggregate...

Persistent link: https://www.econbiz.de/10015145068

Targeted Taylor rules : monetary policy responses to demand- and supply-driven inflation

Hofmann, Boris; Manea, Cristina; Mojon, Benoît - In: BIS quarterly review : international banking and … (2024), pp. 19-35

Persistent link: https://www.econbiz.de/10015160649

Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy

Wu, Jinshun; Wu, Luyao - In: Computational economics 64 (2024) 4, pp. 2437-2476

Persistent link: https://www.econbiz.de/10015144019

A general and efficient method for solving regime-switching DSGE models

Albertini, Julien; Moyen, Stéphane - In: Computational economics 64 (2024) 6, pp. 3645-3682

Persistent link: https://www.econbiz.de/10015144257

Fiscal fatigue, public debt structure and sustainability : a DSGE model for West African economic and monetary union

Amedanou, Isaac - In: International economic journal 38 (2024) 2, pp. 312-344

Persistent link: https://www.econbiz.de/10014577864

Merging structural and reduced-form models for forecasting

Martínez-Martín, Jaime; Morris, Richard; Onorante, Luca; … - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 399-437

Persistent link: https://www.econbiz.de/10014580528

A DSGE model with government-owned banks

Gil, Hamilton Galindo; Montecinos Bravo, Alexis - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 591-631

Persistent link: https://www.econbiz.de/10014580710

Estimation of DSGE models with the effective lower bound

Böhl, Gregor; Strobel, Felix - In: Journal of economic dynamics & control 158 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014532192

The external financial spillovers of CBDCs

Moro, Alessandro; Nispi Landi, Valerio - In: Journal of economic dynamics & control 159 (2024), pp. 1-39

Persistent link: https://www.econbiz.de/10014532398

Can passive monetary policy decrease the debt burden?

Mao, Ruoyun; Shen, Wenyi; Yang, Shu-Chun S. - In: Journal of economic dynamics & control 159 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014532404