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Government expenditures and business cycles-policy reaction and surprise shocks

Glocker, Christian - In: Margin: the journal of applied economic research 7 (2013) 3, pp. 215-254

Persistent link: https://www.econbiz.de/10010353780

DSGE model with financial frictions over subsets of business cycle frequencies

Gallegati, Marco; Giri, Federico; Palestrini, Antonio - In: Journal of economic dynamics & control 100 (2019), pp. 152-163

Persistent link: https://www.econbiz.de/10012130956

Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model

Bauer, Andy - 2015

This paper shows how to use the Kalman filter (Kalman 1960) to back out the shocks of a dynamic stochastic general equilibrium model. In particular, we use the smoothing algorithm as described in Hamilton (1994) to estimate the shocks of a sticky-prices and sticky-wages model using all the...

Persistent link: https://www.econbiz.de/10013032852

Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS

Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592

Persistent link: https://www.econbiz.de/10011515386

Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models

Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86

Persistent link: https://www.econbiz.de/10012222592

Productivity shocks, stabilization policies and the dynamcis of net foreign assets

Di Giorgio, Giorgio; Nisticò, Salvatore - In: Journal of economic dynamics & control 37 (2013) 1, pp. 210-230

Persistent link: https://www.econbiz.de/10009703601

A DSGE model of fiscal stabilizers and informality in Sub-Sahara Africa

Bondzie, Eric Amoo; Armah, Mark Kojo - In: Cogent economics & finance 10 (2022) 1, pp. 1-21

This paper investigates the effects of fiscal impulses on macroeconomic variables within a New-Keynesian DSGE framework featuring an informal economy that allows for the examination of the effectiveness of automatic stabilizers in stimulating some selected sub-Saharan African (SSA) economies...

Persistent link: https://www.econbiz.de/10014500318

Recovering stars in macroeconomics

Buncic, Daniel; Pagan, Adrian R.; Robinson, Tim - 2023

Persistent link: https://www.econbiz.de/10014432242

The German labor market during the Great Recession : shocks and institutions

Gehrke, Britta; Lechthaler, Wolfgang; Merkl, Christian - In: Economic modelling 78 (2019), pp. 192-208

Persistent link: https://www.econbiz.de/10012198933

Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia

Inchauspe, Julian - In: Applied economics 53 (2021) 34, pp. 3992-4016

Persistent link: https://www.econbiz.de/10012589552