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Comparing dynamic equilibrium economies to data

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2001

Persistent link: https://www.econbiz.de/10001630682

Is there international risk-sharing between developed economies? : new evidence from indirect inference

Minford, Patrick; Ou, Zhirong; Zhu, Zheyi - 2023

It has been an "empirical consensus" that data from developed economies generally do not support the hypothesis of international risk-sharing, either in the form of full risk-pooling via state-contingent assets or in the form of uncovered interest parity enforced by trading non-contingent...

Persistent link: https://www.econbiz.de/10014434691

A macroeconomic model for the evaluation of labor market reforms

Krebs, Tom; Scheffel, Martin - 2010

We develop a tractable macroeconomic model with employment risk and labor market search in order evaluate the effects of labor market reform on unemployment, growth, and welfare. The model has a large number of risk-averse households who can invest in risk-free physical capital and risky human...

Persistent link: https://www.econbiz.de/10008651589

The macroeconomic forecasting model of the MNB

Békési, László; Köber, Csaba; Kucsera, Henrik; … - 2016

The lessons of the financial and macroeconomic crisis of 2007-2008 made the development of a new macroeconomic forecasting model necessary in the MNB. The model represents a small open economy. It is based on the DSGE philosophy but it deviates from it at several points. The new features of the...

Persistent link: https://www.econbiz.de/10011571328

Myopic behaviour in macroeconomic models : empirical evidence from the US

Hohberger, Stefan; Ifrim, Adrian; Pataracchia, Beatrice - 2024

Persistent link: https://www.econbiz.de/10014519126

Macroeconomics and term structure of interest rates : integrated framework, uncertainty and forecasting

Eggersglüß, Sven - 2021

Persistent link: https://www.econbiz.de/10013343349

CHINAGEM - A Dynamic General Equilibrium Model of China: Theory, Data and Applications

Peng, Xiujian (ed.) - 2023

application -- Chatper 9. China’s new population policy and its effects on macro economy – population projection module and its … application -- Chapter 10. China’s economic transition and its effect on energy demand and greenhouse emissions – energy and … (CGE) model of China and its applications. Specifically, this book documents the theory and database behind the CHINAGEM …

Persistent link: https://www.econbiz.de/10014333807

Non-linear DSGE Models and The Optimized Central Difference Particle Filter

Andreasen, Martin M. - 2010

This paper improves the accuracy and speed of particle filtering for non-linear DSGE models with potentially non-normal shocks. This is done by introducing a new proposal distribution which i) incorporates information from new observables and ii) has a small optimization step that minimizes the...

Persistent link: https://www.econbiz.de/10013148474

Testing part of a DSGE model by indirect inference

Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - 2017

Persistent link: https://www.econbiz.de/10011619176

Inference in models with adaptive learning

Chevillon, Guillaume; Massmann, Michael; Mavroeidis, … - In: Journal of monetary economics 57 (2010) 3, pp. 341-351

Persistent link: https://www.econbiz.de/10003976919