Search Results - subject:"dynamic stochastic"

Forecasting with DSGE models : the role of nonlinearities

Pichler, Paul - In: The B.E. journal of macroeconomics 8 (2008) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10009575561

Monetary policy in Sub-Saharan Africa : lessons from a dynamic stochastic general equilibrium model applied to Mozambique

Peiris, Shanaka J.; Saxegaard, Magnus - In: Post-stabilization economics in Sub-Saharan Africa : …, (pp. 163-204). 2008

Persistent link: https://www.econbiz.de/10003732525

Macroeconometrics with Bayesian estimation of dynamic stochastic general equilibrium models

Laforte, Jean-Philippe - 2008

Persistent link: https://www.econbiz.de/10011573031

Heterogeneous households in a sticky price DSGE model

Lee, Jae Won - 2008

Persistent link: https://www.econbiz.de/10011573040

Essays in international monetary economics

Mykhaylova, Olena - 2008

Persistent link: https://www.econbiz.de/10011573756

Designing minimum guaranteed return funds

Dempster, M. A. H.; Germano, M.; Medova, E. A.; … - In: Quantitative Finance 7 (2007) 2, pp. 245-256

worried about the downside potential of the financial markets. This paper introduces a dynamic stochastic optimization model …

Persistent link: https://www.econbiz.de/10005495757

Money and monetary policy in dynamic stochastic general equilibrium models

Bhattacharjee, Arnab; Thoenissen, Christoph - In: Papers in money, macroeconomics and finance : … 75 (2007), pp. 88-122

Persistent link: https://www.econbiz.de/10003903303

Approximate Solutions to Dynamic Models - Linear Methods

Uhlig, Harald - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

solution method, loglinearization, dynamic stochastic general equilibrium methods, recursive law of motion. JEL codes: C60 … Prescott (1982) is the origin of the modern approach of calculating numerically approximate solutions to dynamic stochastic … codes for solving dynamic stochastic models are available per http://dge.repec.org/codes.html. The procedure outlined …

Persistent link: https://www.econbiz.de/10005652725

Monetary policy in an estimated DSGE model with a financial accelerator

Christensen, Ian; Dib, Ali - 2006

Persistent link: https://www.econbiz.de/10003305953

A decomposition method to deflate the curse of dimensionality for dynamic stochastic models

Esteban-Bravo, Mercedes; Nogales, F. Javier - Society for Computational Economics - SCE - 2005

Computing equilibria in dynamic economies is still quite challenging even though the noticeable increase in computing power, storage capacity and new approaches in the literature on computational economics. The solvability of many economic models suffers from the curse of dimensionality, which...

Persistent link: https://www.econbiz.de/10005537482