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Cao, Dan Vu - 2020

In this paper, we introduce our GDSGE framework and MATLAB toolbox for solving dynamic stochastic general equilibrium models with a novel global solution method. The framework encompasses many well-known incomplete markets models with highly nonlinear dynamics such as models on financial crises,...

Persistent link: https://www.econbiz.de/10012837842

Commodity exports, financial frictions, and international spillovers

Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - In: European economic review : EER 158 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014460576

Learning and cross-country correlations in a multi-country DSGE model

Audzei, Volha - 2021

Persistent link: https://www.econbiz.de/10013163699

Secular stagnation, R&D, public investment and monetary policy : a global-model perspective

Cova, Pietro; Pagano, Patrizio; Notarpietro, Alessandro; … - 2017

Persistent link: https://www.econbiz.de/10011960061

Untangling crises : GFC and COVID-19 through the lens of a DSGE model

Peña, Rogelio De la; García, Ignacio - In: Latin American journal of central banking : LAJCB 4 (2023) 2, pp. 1-29

had been severely affected by the demand shock (around 45.1%), the financial shocks (32.2%), and the productivity shock …

Persistent link: https://www.econbiz.de/10014382934

Oil price shocks and macroeconomic dynamics in an oil-exporting emerging economy : a New Keynesian DSGE approach

Oladunni, Sunday - In: CBN journal of applied statistics 11 (2020) 1, pp. 1-34

a new Keynesian dynamic stochastic general equilibrium (DSGE) model to study how an oil price shock impact macroeconomic … aggregates in an oil-rich emerging economy. We consider a positive oil price shock to uncover the extent to which oil price … oil price shock, reveal evidence of Dutch disease and the operation of the Harrod-Balassa-Samuelson effect. We find a …

Persistent link: https://www.econbiz.de/10012297450

The external financial spillovers of CBDCs

Moro, Alessandro; Nispi Landi, Valerio - In: Journal of economic dynamics & control 159 (2024), pp. 1-39

Persistent link: https://www.econbiz.de/10014532398

German and the rest of euro area fiscal policy during the crisis

Gadatsch, Niklas; Hauzenberger, Klemens; Stähler, Nikolai - 2015

We present the estimated large-scale three-region DSGE model GEAR picturing Germany, the Euro Area and the Rest of the world. Compared to existing models of this type, GEAR incorporates a comprehensive fiscal block, involuntary unemployment and a complex international structure. We use the model...

Persistent link: https://www.econbiz.de/10010516561

Essays on modeling fiscal and monetary policy in a DSGE framework

Fornero, Jorge - 2009

Persistent link: https://www.econbiz.de/10009503211

On the Sources of Business Cycles : Implications for DSGE Models

Andrle, Michal - 2017

What are the drivers of business cycle fluctuations? And how many are there? By documenting strong and predictable co-movement of real variables during the business cycle in a sample of advanced economies, we argue that most business cycle fluctuations are driven by one major factor. The...

Persistent link: https://www.econbiz.de/10012956242