Search Results - subject:"dynamic stochastic general equilibrium"

Financial frictions and sources of business cycle

Taheri Sanjani, Marzie - 2014

Persistent link: https://www.econbiz.de/10010441930

Economic dynamics in discrete time

Miao, Jianjun - 2014

Persistent link: https://www.econbiz.de/10012691401

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

Dynamic Stochastic General Equilibrium (DSGE) models and a recent method proposed by Fernandez-Villaverde et al. [2005] to … models with non-independent shocks. 5 Dynamic Stochastic General Equilibrium models A large portion of macroeconomic …

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