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An estimated stochastic general equilibrium model with partial dollarization : a Bayesian approach
Castillo B., Paul; Montoro, Carlos; Tuesta R., Vicente - In: Open economies review 24 (2013) 2, pp. 217-265
Persistent link: https://www.econbiz.de/10009739732
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Estimating DSGE model parameters in a small open economy : do real-time data matter?
Čapek, Jan - In: Národohospodářský obzor : časopis věnovaný … 15 (2015) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10010518699
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Chapter 7. DSGE Models for Monetary Policy Analysis
Christiano, Lawrence J.; Trabandt, Mathias; Walentin, Karl - In: Handbook of monetary economics : volume 3, (pp. 285-367). 2010
Monetary DSGE models are widely used because they fit the data well and they can be used to address important monetary policy questions. We provide a selective review of these developments. Policy analysis with DSGE models requires using data to assign numerical values to model parameters. The...
Persistent link: https://www.econbiz.de/10014025673
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Estimation of Monetary Policy Preferences in a Forward-Looking Model : A Bayesian Approach
Ilbas, Pelin - 2010
In this paper we adopt a Bayesian approach towards the estimation of the monetary policy preference parameters in a …
Persistent link: https://www.econbiz.de/10013137593
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Bayesian Estimation of DSGE Models
Guerrón-Quintana, Pablo A.; Nason, James Michael - 2021
propagation mechanisms is developed by reviewing the structure of a canonical NKDSGE model. Estimation and evaluation of the … data. We also give a short history of DSGE model estimation as well as pointing to issues that are at the frontier of this …
Persistent link: https://www.econbiz.de/10013214556
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Bayesian Estimation of DSGE Models
Guerrón-Quintana, Pablo A. - 2012
propagation mechanisms is developed by reviewing the structure of a canonical NKDSGE model. Estimation and evaluation of the … data. We also give a short history of DSGE model estimation as well as pointing to issues that are at the frontier of this …
Persistent link: https://www.econbiz.de/10013110010
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Bayesian Estimation of DSGE Models
Guerrón-Quintana, Pablo A. - 2012
propagation mechanisms is developed by reviewing the structure of a canonical NKDSGE model. Estimation and evaluation of the … data. We also give a short history of DSGE model estimation as well as pointing to issues that are at the frontier of this …
Persistent link: https://www.econbiz.de/10013110585
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Output gap estimation and monetary policy in China
Zhang, Chengsi; Zhang, Butan; Lu, Zhe; Murasawa, Yasutomo - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 119-131
Persistent link: https://www.econbiz.de/10010258938
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Identification of prior information via moment-matching
Sacht, Stephen - 2014
estimation of a standard hybrid New-Keynesian model. In particular, we shed a light on the impact of micro- and macropriors on … the estimation outcome. First, we investigate the impact of the transformation of those model parameters which are bounded …-stage estimation procedure – the so-called Moment-Matching based Bayesian (MoMBay) estimation approach – where we take the point …
Persistent link: https://www.econbiz.de/10010234025
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Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.; Nason, James Michael - 2012
Persistent link: https://www.econbiz.de/10010197238