Search Results - subject:"dynamic stochastic general equilibrium model"

A basic New Keynesian DSGE model with dispersed information : an agent-based approach

Gobbi, Alessandro; Grazzini, Jakob - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 101-116

Persistent link: https://www.econbiz.de/10012138472

Optimal monetary and macroprudential policy in a currency union

Palek, Jakob; Schwanebeck, Benjamin - In: Journal of international money and finance 93 (2019), pp. 167-186

Persistent link: https://www.econbiz.de/10012138630

Business cycles in an oil economy

Bergholt, Drago; Larsen, Vegard Høghaug; Seneca, Martin - In: Journal of international money and finance 96 (2019), pp. 283-303

Persistent link: https://www.econbiz.de/10012139824

Checking if the straitjacket fits

Pagan, Adrian R.; Wickens, Michael R. - 2019

Persistent link: https://www.econbiz.de/10012206798

Data-rich DSGE model forecasts of the great recession and its recovery

Gelfer, Sacha - In: Review of economic dynamics 32 (2019), pp. 18-41

Persistent link: https://www.econbiz.de/10012230353

Model uncertainty in macroeconomics : on the implications of financial frictions

Lieberknecht, Philipp; Binder, Michael; Quintana, Jorge; … - In: Essays on macroeconomic policies and financial frictions, (pp. 7-71). 2019

Persistent link: https://www.econbiz.de/10013190541

A Scientific Macroeconomic Model Derived from Fundamental Equation of Economics

Wayne, James J. - Volkswirtschaftliche Fakultät, … - 2014

The poor performance of macroeconomic models during the great recession of 2008 has forced many economists to re-examine macroeconomic theories, and search for creditable alternatives to the popular dynamic stochastic general equilibrium (DSGE) models. This paper derives a new macroeconomic...

Persistent link: https://www.econbiz.de/10011112325

BoGGEM: a dynamic stochastic general equilibrium model for policy simulations

Papageorgiou, Dimitris - Bank of Greece - 2014

This paper presents the theoretical foundations and dynamic properties of a dynamic stochastic general equilibrium (DSGE) model designed for quantitative policy analysis and counterfactual exercises. The approach of the paper can be summarized as follows. First, we present the model’s...

Persistent link: https://www.econbiz.de/10010812396

Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - International Monetary Fund (IMF) - 2014

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Persistent link: https://www.econbiz.de/10010959478

Routes and Trends of Romanian Core Economic Variables

HUDEA, Oana Simona - In: Romanian Statistical Review Supplement 62 (2014) 10, pp. 129-137

The present paper is centred on the analysis of a basic, classical, closed economy dynamic stochastic general … equilibrium model, revealing some core economic variables, captured at the level of our country, both from the perspective of …

Persistent link: https://www.econbiz.de/10011071777