Search Results - subject:"dynamic stochastic"

Public debt, consumption growth, and the slope of the term structure

Nguyen, Thien T. - In: The review of financial studies 35 (2022) 8, pp. 3742-3776

Persistent link: https://www.econbiz.de/10013350122

Monetary and macroprudential policies in the presence of external shocks : evidence from an emerging economy

Lubis, Alexander; Alexiou, Constantinos; Nellis, Joseph G. - In: Journal of economic studies 49 (2022) 6, pp. 960-977

Persistent link: https://www.econbiz.de/10013352891

Zoomers and Boomers : Asset Prices and Intergenerational Inequality

Farmer, Leland; Farmer, Roger E. A. - National Bureau of Economic Research - 2022

We construct a perpetual youth DSGE model with aggregate un- certainty in which there are dynamically complete markets and agents have Epstein-Zin preferences. We prove that, when endowments have a realistic hump-shaped age-profile, our model has three steady-state equilibria. One of these...

Persistent link: https://www.econbiz.de/10013388774

The Government in SNA-Compliant DSGE Models

Fernández de Córdoba, Gonzalo; Molinari, Benedetto; … - In: The B.E. journal of macroeconomics 22 (2022) 2, pp. 613-642

Persistent link: https://www.econbiz.de/10013332955

The financial friction and optimal monetary policy : the role of interest rate

Salem, Salha Ben; Salem, Haykel Hadj; Mansour, Nadia; … - In: Contemporary Research in Accounting and Finance : Case …, (pp. 151-176). 2022

Persistent link: https://www.econbiz.de/10013279941

Macroprudential policy and house prices in an estimated dynamic stochastic general equilibrium model for South Africa

Dlamini, Lenhle; Ngalawa, Harold - In: Australian economic papers 61 (2022) 2, pp. 304-336

Persistent link: https://www.econbiz.de/10013280209

Leverage and capital utilization

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