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Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain
Jerger, Jürgen; Röhe, Oke - 2012
We estimate a New Keynesian DSGE model on French, German, Italian, and Spanish data. The main aim of this paper is to … properties of each single parameter in a DSGE model separately. In the case of France, Germany, and Italy our results point to …
Persistent link: https://www.econbiz.de/10010294717
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Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
Christoffel, Kai Philipp - 2016
structurally model matching frictions and rigid wages in line with an optimizing rationale in a New Keynesian closed economy DSGE …
Persistent link: https://www.econbiz.de/10012991186
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Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
Christoffel, Kai Philipp; Kuester, Keith; Linzert, Tobias - 2021
structurally model matching frictions and rigid wages in line with an optimizing rationale in a New Keynesian closed economy DSGE …
Persistent link: https://www.econbiz.de/10013317584
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Money in a New-Keynesian model estimated with German data
Werner, Thomas; Lombardo, Giovanni; Kremer, Jana - 2003
In this paper we estimate a simple New-Keynesian DSGE model with German data for the sample period 1970:q1 to 1998:q4 …
Persistent link: https://www.econbiz.de/10010295763
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Money in a New-Keynesian model estimated with German data
Kremer, Jana; Lombardo, Giovanni; Werner, Thomas - 2003
In this paper we estimate a simple New-Keynesian DSGE model with German data for the sample period 1970:q1 to 1998:q4 …
Persistent link: https://www.econbiz.de/10011432232
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Identifying the role of labor markets for monetary policy in an estimated DSGE model
Christoffel, Kai; Kuester, Keith; Linzert, Tobias - 2006
structurally model matching frictions and rigid wages in line with an optimizing rationale in a New Keynesian closed economy DSGE …
Persistent link: https://www.econbiz.de/10011604681
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Identifying the role of labor markets for monetary policy in an estimated DSGE model
Christoffel, Kai Philipp; Küster, Keith; Linzert, Tobias - 2006
structurally model matching frictions and rigid wages in line with an optimizing rationale in a New Keynesian closed economy DSGE …
Persistent link: https://www.econbiz.de/10010295805
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Identifying the role of labor markets for monetary policy in an estimated DSGE model
Christoffel, Kai; Kuester, Keith; Linzert, Tobias - 2006
structurally model matching frictions and rigid wages in line with an optimizing rationale in a New Keynesian closed economy DSGE …
Persistent link: https://www.econbiz.de/10010298356
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Testing for parameter stability in DSGE models : the case of France, Germany, Italy, and Spain
Jerger, Jürgen; Röhe, Oke - 2012
We estimate a New Keynesian DSGE model on French, German, Italian, and Spanish data. The main aim of this paper is to … properties of each single parameter in a DSGE model separately. In the case of France, Germany, and Italy our results point to … behavior for France, Italy, and Spain, while monetary policy in Germany seems to be stable over time. -- DSGE ; EMU ; monetary …
Persistent link: https://www.econbiz.de/10009571531
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Money in a New-Keynesian Model Estimated with German Data
Kremer, Jana - 2016
In this paper we estimate a simple New-Keynesian DSGE model withIn diesem Diskussionspapier schätzen wir ein einfaches …
Persistent link: https://www.econbiz.de/10012991229