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  • Search: subject_exact:"Makroökonometrie"
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Year of publication
Subject
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Makroökonometrie 8,151 Macroeconometrics 8,102 Theorie 2,757 Theory 2,743 USA 717 United States 700 Wirkungsanalyse 568 Impact assessment 564 Allgemeines Gleichgewicht 552 General equilibrium 548 Geldpolitik 544 Monetary policy 528 Simulation 513 Deutschland 497 Germany 478 EU-Staaten 464 EU countries 452 Macroeconomics 451 Makroökonomik 447 Schätzung 408 Estimation 396 Wirtschaftsprognose 389 Prognoseverfahren 388 Forecasting model 381 Economic forecast 373 Welt 341 World 337 Wirtschaftswachstum 311 Economic growth 297 Ökonometrisches Modell 297 Großbritannien 293 Ökonometrie 292 Wirtschaftspolitik 291 United Kingdom 282 Economic policy 258 Finanzpolitik 248 Schätztheorie 248 Estimation theory 246 Fiscal policy 243 Australien 212
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Online availability
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Free 1,292 Undetermined 450
Type of publication
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Book / Working Paper 4,611 Article 3,530 Journal 11
Type of publication (narrower categories)
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Article in journal 2,751 Aufsatz in Zeitschrift 2,751 Graue Literatur 2,268 Non-commercial literature 2,268 Working Paper 1,681 Arbeitspapier 1,645 Aufsatz im Buch 705 Book section 705 Hochschulschrift 476 Thesis 411 Collection of articles of several authors 338 Sammelwerk 338 Amtsdruckschrift 209 Government document 209 Konferenzschrift 149 Bibliografie enthalten 120 Bibliography included 120 Conference proceedings 106 Aufsatzsammlung 75 Systematic review 56 Übersichtsarbeit 56 Rezension 42 Mehrbändiges Werk 30 Multi-volume publication 30 Collection of articles written by one author 27 Sammlung 27 Lehrbuch 25 Textbook 25 Forschungsbericht 18 Conference paper 14 Konferenzbeitrag 14 Advisory report 13 Gutachten 13 Statistik 10 Bibliografie 9 Festschrift 9 Abstract 8 Handbook 7 Handbuch 7 Article 6
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Language
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English 6,614 German 439 French 343 Russian 227 Spanish 135 Polish 104 Italian 63 Dutch 45 Danish 36 Norwegian 34 Czech 33 Hungarian 18 Croatian 17 Slovak 17 Portuguese 13 Slovenian 8 Finnish 7 Bulgarian 6 Romanian 5 Serbian 3 Swedish 3 Latvian 2 Turkish 2 Undetermined 2 Chinese 2 Arabic 1 Lithuanian 1 Albanian 1 Ukrainian 1
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Author
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Fair, Ray C. 72 Pesaran, M. Hashem 60 Welfe, Władysław 56 McKibbin, Warwick J. 40 Neck, Reinhard 37 Wieland, Volker 36 Hendry, David F. 35 Klein, Lawrence Robert 35 Welfe, Aleksander 34 Hall, Stephen G. 31 Heilemann, Ullrich 30 Meyer, Bernd 28 Robinson, Sherman 27 Smith, Ron 27 Burniaux, Jean-Marc 26 Wallis, Kenneth Frank 26 Willman, Alpo 26 Dixon, Peter B. 25 McCallum, Bennett T. 23 Richardson, Pete 23 Semmler, Willi 23 Breuss, Fritz 22 Diebold, Francis X. 22 Franz, Wolfgang 22 Frohn, Joachim 22 Winker, Peter 22 McAdam, Peter 21 Powell, Alan A. 21 Laffargue, Jean-Pierre 20 Masson, Paul R. 20 Artus, Patrick 19 Graafland, Johan J. 19 Malgrange, Pierre 19 Parmenter, Brian R. 19 Weyerstrass, Klaus 19 Flaschel, Peter 18 Laxton, Douglas 18 Oliveira-Martins, Joaquim 18 Christodoulakis, Nicos 17 Coenen, Günter 17
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Institution
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National Bureau of Economic Research 74 Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk> 47 Polska Akademia Nauk / Komitet Statystyki i Ekonometrii 12 Brookings Institution 11 Belgien / Bureau du Plan 8 Instytut Ekonometrii i Statystyki <Lodz> 8 Federal Reserve System / Board of Governors 7 Institut Ėkonomiki <Vilʹnjus> 7 Group Ingénue 6 OECD 6 Pakistan Institute of Development Economics 6 Seminar on Agricultural Sector Modelling <16, 1988, Bonn> 6 World Bank 6 Centre of Policy Studies 5 Equipe Mimosa 5 Impact Centre 5 Institut für Weltwirtschaft 5 Institut Ėkonomiki <Riga> 5 Instytut Ekonomiky <Kiew> 5 International Institute for Applied Systems Analysis 5 Australian National University / Centre for Economic Policy Research 4 Bank of England 4 Dänemark / Statistik 4 Impact Research Centre 4 Internationale Förderung für Automatische Lenkung 4 Internationaler Währungsfonds 4 Internationaler Währungsfonds / Research Department 4 Konjunkturinstitutet <Stockholm> 4 National Institute of Economic and Social Research 4 Niederlande / Centraal Planbureau 4 OECD / Development Centre 4 Philippine Institute for Development Studies <Makati> 4 USA / Agriculture and Rural Economy Division 4 Vereinte Nationen / Economic and Social Commission for Asia and the Pacific 4 Banca d'Italia 3 Bank of Canada 3 Centre for International Macroeconomics 3 Conference Fiscal Policy and the Current Account <1989, Canberra> 3 Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.> 3 Danmarks Nationalbank 3
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Published in...
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Economic modelling 191 Journal of policy modeling : JPMOD ; a social science forum of world issues 110 NBER working paper series 67 NBER Working Paper 65 Working paper / National Bureau of Economic Research, Inc. 55 Journal of economic dynamics & control 43 Discussion paper / Centre for Economic Policy Research 41 ECB Working Paper 35 Economie & prévision : EP 35 OECD Economics Department Working Papers 35 Discussion paper 33 IMF working paper 33 Applied economics 31 Energy economics 28 Working papers / OECD, Economics Department 28 Bank of Finland research discussion papers 27 Europäische Hochschulschriften / 5 27 Journal of macroeconomics 27 Working paper series / European Central Bank 27 Working papers / OECD, Economics and Statistics Department 27 Quarterly bulletin / De Nederlandsche Bank 26 Discussion paper / Centre for Economic Forecasting 25 Revue économique : revue bimestrielle 25 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 24 Impact project 24 Prace Instytutu Ekonometrii i Statystyki Uniwersytetu Łodzkiego 24 The economic journal : the journal of the Royal Economic Society 24 The energy journal 24 Working paper 24 International finance discussion papers 23 Journal of applied econometrics 23 Vierteljahrshefte zur Wirtschaftsforschung 22 National Institute economic review 21 Rapporter / Statistisk Sentralbyrå 21 Contributions to economic analysis 20 The future of the world economy : economic growth and structural change 19 ERS staff report : AGES 18 Ekonomicko-matematický obzor 18 Ekonomika i matematičeskie metody 18 Lecture notes in economics and mathematical systems : LNEMS 18
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Source
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ECONIS (ZBW) 8,105 EconStor 47
Showing 1 - 50 of 8,152
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Keeping the best of two worlds: Linking CGE and microsimulation models for policy analysis
Beņkovskis, Konstantins; Fadejeva, Ludmila; Pluta, Anna; … - 2023
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The new version of Latvian CGE Model
Beņkovskis, Konstantins; Matvejevs, Olegs - 2023
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Integrated power and economic analysis of Austria's renewable electricity transformation
Gaugl, Robert; Sommer, Mark; Kettner, Claudia; … - 2023
We analyse the (techno- and macro-)economic and distributive effects of a transformation to a renewable electricity system in Austria by 2030, as stipulated by the Austrian government. For the analysis, the macroeconomic model DYNK and ATLANTIS, a partial model of the electricity market, were...
Persistent link: https://ebtypo.dmz1.zbw/10013490751
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Transformation to a renewable electricity system in Austria : insights from an integrated model analysis
Kettner, Claudia; Böheim, Michael; Sommer, Mark; … - 2023
We analyse the (techno- and macro-)economic and distributive effects of a transformation to a renewable electricity system in Austria by 2030, as stipulated by the Austrian government. For the analysis, the macroeconomic model DYNK and ATLANTIS, a partial model of the electricity market, were...
Persistent link: https://ebtypo.dmz1.zbw/10013490760
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NiReMS : a regional model at household level combining spatial econometrics with dynamic microsimulation
Bhattacharjee, Arnab; Pabst, Adrian; Szendrei, Tibor; … - 2023
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Analyzing and forecasting economic crises with an agent-based model of the euro area
Hommes, Cars H.; Poledna, Sebastian - 2023
We develop an agent-based model for the euro area that fulfils widely recommended requirements for nextgeneration macroeconomic models by i) incorporating financial frictions, ii) relaxing the requirement of rational expectations, and iii) including heterogeneous agents. Using macroeconomic and...
Persistent link: https://ebtypo.dmz1.zbw/10013571712
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BEMGIE : Belgian Economy in a Macro General and International Equilibrium model
De Walque, Gregory; Lejeune, Thomas; Rannenberg, Ansgar; … - 2023
This paper outlines the three-country New Keynesian Dynamic Stochastic General Equilibrium model of the National Bank of Belgium. The model is named BEMGIE for Belgian Economy in a Macro General and International Equilibrium model. It features imperfect market competition, standard real and...
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International trade cooperation’s impact on the world economy
Métivier, Jeanne; Bacchetta, Marc; Bekkers, Eddy; … - 2023 - Manuscript date: 16 January 2023
In this study, we investigate three trade policy scenarios: i) the revival of multilateralism, ii) plurilateral cooperation, and iii) geopolitical rivalry. In the first scenario, both tariffs and NTMs are reduced on a multilateral basis. In the second scenario, varying groups of countries...
Persistent link: https://ebtypo.dmz1.zbw/10013500687
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Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco; Doremus, Nicolas; Moneta, Alessio - 2023
We propose a statistical identification procedure for structural vector autoregressive (VAR) models that present a nonlinear dependence (at least) at the contemporaneous level. By applying and adapting results from the literature on causal discovery with continuous additive noise models to...
Persistent link: https://ebtypo.dmz1.zbw/10013548855
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Energy Price Shocks and Stabilization Policies in a Multi-Agent Macroeconomic Model for the Euro Area
Turco, Enrico Maria; Bazzana, Davide; Rizzati, Massimiliano - 2022
Soaring energy prices since fall 2021 have prompted European governments to introduce policy measures to support households and businesses. In this paper, we employ the MATRIX model, a multi-sector and multi-agent macroeconomic model calibrated on the Euro Area, to analyze the economic and...
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Quarterly Projection Model for the Bank of Ghana
Abradu-Otoo, Philip; Acquaye, Ivy; Addy, Abubakar; … - 2022
The paper describes the Quarterly Projection Model (QPM) that underlies the Bank of Ghana Forecasting and Policy Analysis System (FPAS). The New Keynesian semi-structural model incorporates the main features of the Ghanaian economy, transmission channels and policy framework, including an...
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Modelo macroeconométrico de estimación trimestral para la economía uruguaya : desarrollos recientes
Barón, Andrea; Mourelle, José; Romaniello, Gabriela; … - 2022
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An empirical Stock-Flow Consistent regional model of Campania
Canelli, Rosa; Realfonzo, Riccardo; Zezza, Francesco - In: Papers in regional science : the journal of the … 101 (2022) 1, pp. 209-257
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Fiscal policy in the COVID-19 era
Murphy, Christopher William - 2022
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Fiscal Policy in the COVID-19 era
Murphy, Chris - 2022
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Essays in Bayesian macroeconometrics and forecasting
Hauber, Philipp - 2022
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World Bank Group Macroeconomic Models for Climate Policy Analysis
World Bank Group - 2022
Policymakers in developing countries face multiple challenges related to climate change. To provide policymakers with reliable recommendations on a variety of climate related policies, the WBG has a diverse and complementary set of models. The analytics range from evaluating the aggregate,...
Persistent link: https://ebtypo.dmz1.zbw/10013181658
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Causality and econometrics
Heckman, James J.; Pinto, Rodrigo - 2022
This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the do-calculus. The Neyman-Holland causal model...
Persistent link: https://ebtypo.dmz1.zbw/10012886838
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Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy
Grossman, Herschel I. - 2022
This paper focuses on the problem of formulating an analysis of economic policy that is consistent with rational expectations. Cooley, LeRoy,and Raymon show that the Lucas and Sargent strategy for econometric policy evaluation is itself vulnerable to the logic of the Lucas critique. The present...
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Towards a validation methodology for macroeconomic agent-based models
Tieleman, Sebastiaan - In: Computational economics 60 (2022) 4, pp. 1507-1527
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Calibration and validation of macroeconomic simulation models : a general protocol by causal search
Martinoli, Mario; Moneta, Alessio; Pallante, Gianluca - 2022
We propose a general protocol for calibration and validation of complex simulation models by an approach based on discovery and comparison of causal structures. The key idea is that configurations of parameters of a given theoretical model are selected by minimizing a distance index between two...
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A review of macroeconomic models for the WEFE nexus assessment
Castelli, Chiara; Castellini, Marta; Ciola, Emanuele; … - 2022
The Water, Energy, Food and Ecosystems (WEFE) nexus refers to the system of complex and highly non-linear interconnections between these four elements. It now represents the basic framework to assess and design policies characterized by an holistic environmental end economical perspective. In...
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Adding a construction sector to COSMO : structure and policy analysis
Egan, Paul; Bergin, Adele - 2022
This paper outlines the newly developed construction sector which has been incorporated into the ESRI's macroeconometric model, COSMO. Given the importance of the construction sector to the Irish economy, incorporating specific relationships for production, employment and wages in the sector...
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MARTIN gets a bank account : adding a banking sector to the RBA's macroeconometric model
Brassil, Anthony; Major, Mike; Rickards, Peter - 2022
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Optimal city zoning and Big Data
Colombo, Stefano - In: Journal of urban management 11 (2022) 2, pp. 269-277
The purpose of this paper is to characterize the optimal design of a residential zone in a linear town by a welfare-maximizing regulator when firms might know to some extent the position of the customers/citizens in the city. Information might have different degrees of imperfectness. A...
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A macro financial model for the Chilean economy
Calani, Mauricio; García, Benjamín; Gómez, Tomás; … - 2022
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Algoritmic trading system based on state model for moving average in a binary-temporal representation
Stasiak, Michał Dominik - In: Risks : open access journal 10 (2022) 4, pp. 1-15
One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes...
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Foreign Exchange Constraint and Developing Economies
Gevorkyan, Aleksandr V. - 2022
This chapter focuses on the foreign exchange constraint and capital markets across eight countries in the Caucasus and Central Asia region. Domestic macroeconomic idiosyncrasies and a host of external factors of capital flows volatility and currency pressures characterize much of the recent...
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The Macrodynamics of an Endogenous Business Cycle Model of Marxist Inspiration
Cajas Guijarro, John; Vera, Leonardo - 2022
This study offers a model that formalizes some of Marx’s insights about how capital accumulation generates contradictions that may reproduce never-ending cycles of booms and slumps. The model takes the reserve army of labor as a regulator of the distribution of class-power over the business...
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An Econometric Model for Small and Medium Sized Enterprises Growth in India
Kumar, Manoj - 2022
The purpose of this paper is to explore the main determinants of growth in small and medium sized enterprises (SMEs) in India. The empirical research has suggested that firm growth is determined not only by the traditional characteristics of size and age but also by other firm-specific factors...
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Management of the Russian interregional investment distribution using the autonomous expenditure multiplier model
Silvestrov, Sergey Nikolaevich; Pobyvaev, Sergey Alekseevich - In: Economies : open access journal 10 (2022) 2, pp. 1-18
An effective and competitive investment policy requires improvements to the existing tools. The ongoing COVID-19 crisis requires understanding as to how the recovery processes should be implemented. This study aims to develop a model for determining the autonomous expenditure multiplier (AEM)...
Persistent link: https://ebtypo.dmz1.zbw/10013164229
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World Bank Group Macroeconomic Models for Climate Policy Analysis
World Bank - 2022
Policymakers in developing countries face multiple challenges related to climate change. To provide policymakers with reliable recommendations on a variety of climate related policies, the WBG has a diverse and complementary set of models. The analytics range from evaluating the aggregate,...
Persistent link: https://ebtypo.dmz1.zbw/10013255366
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Belief-Driven Dynamics in a Behavioral SEIRD Macroeconomic Model with Sceptics
Makarewicz, Tomasz; Proaño, Christian - 2022
The reluctance of a significant number of individuals in the current COVID-19 pandemic to adhere to social distancing measures -- and even to get vaccinated -- seems to be one of the major obstacles for the long-term success of public health policies around the world. Against this background we...
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CEMAC-GLOBAL : introducing a macroeconomic model for a small open monetary union of oil-exporting developing countries
Essiane, Patrick-Nelson Daniel - 2022
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Using variable slope total derivative estimations to pick between and improve macro models
Leightner, Jonathan Edward - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13
Using the same data set, a researcher can obtain very different reduced form estimates just by assuming different macroeconomic models. Reiterative Truncated Projected Least Squares (RTPLS) or Variable Slope Generalized Least Squares (VSGLS) can be used to estimate total derivatives that are not...
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Macro Modelling of Electricity Price Towards SDG7
Martins, Florinda F.; Felgueiras, Carlos; Caetano, Nídia S. - 2022
Energy challenges are crucial issues to achieve Sustainable Development and its goals. Energy availability and affordability are pillars for ending poverty, giving access to commodities as well as water, etc. Modern lives rely on appliances and gadgets based on electric energy being its price a...
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Assessing the Impact of Basel III : Evidence from Structural Macroeconomic Models
de Bandt, Olivier; Durdu, Ceyhun Bora; Hibiki, Ichue; … - 2022
This paper reviews the different channels of transmission of prudential policy highlighted in the literature and provides a quantitative assessment of the impact of Basel III reforms using “off-the-shelf” DSGE models. It shows that the effects of regulation are positive on GDP whenever the...
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Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model
McCallum, Bennett T.; Nelson, Edward - 2022
This paper reports results of simulation exercises that explore several questions relating to the design of rules for monetary policy. Emphasis is given to issues raised by the concept of rule operationality, i.e., reliance on feasible instrument variables and information sets. Many of the...
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Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
Diebold, Francis X.; Schuermann, Til - 2022
The possibility of exact maximum likelihood estimation of many observation-driven models remains an open question. Often only approximate maximum likelihood estimation is attempted, because the unconditional density needed for exact estimation is not known in closed form. Using simulation and...
Persistent link: https://ebtypo.dmz1.zbw/10013308639
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A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2022
This paper develops a threshold-augmented dynamic multi-country model (TG-VAR) to quantify the macroeconomic effects of COVID-19. We show that there exist threshold effects in the relationship between output growth and excess global volatility at individual country levels in a significant...
Persistent link: https://ebtypo.dmz1.zbw/10013308891
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Assessing the Impact of Basel III : Evidence from Structural Macroeconomic Models
Bandt, Olivier De; Durdu, Ceyhun Bora; Ichiue, Hibiki; … - 2022
This paper (i) reviews the different channels of transmission of prudential policy highlightedin the literature and (ii) provides a quantitative assessment of the impact of Basel III reforms using "off-the-shelf" DSGE models. It shows that the effects of regulation are positive on GDP whenever...
Persistent link: https://ebtypo.dmz1.zbw/10013309452
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The Multi-Optimal Tariffs Model (MOT-Model)
Ruiz Estrada, Mario Arturo - 2022
This research is interested to observe from a multi-dimensional perspective the consumption effects (domestic consumption), production effects (domestic production), trade effects (imports), and revenue (government) under different tariffs simultaneously. We introduce a new model is entitled...
Persistent link: https://ebtypo.dmz1.zbw/10013310941
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On Logical Validity and Econometric Modeling : the Case of Money Supply
Swamy, P.A.V.B; Von zur Mühlen, Peter; Tinsley, Peter A.; … - 2022
The three pillars of econometric modeling are: (1) the reduced form, (2) the recursive form, and (3) the structural form. Each of these techniques exists for the purpose of revealing the joint conditional probability distributions of current and lagged endogenous variables conditional on the...
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Forecasting Money Demand with Econometric Models
Swamy, P.A.V.B; Kennickell, Arthur B.; Von zur Mühlen, … - 2022
Among the many troublesome econometric relationships, the demand for money has proved especially recalcitrant, as evidenced by a long history of tinkering with basic specifications, always in response to some recent perceived forecast failure. The shortcomings of this approach and an alternative...
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Inflation and Output Dynamics in the Core VAR Model of the Federal Reserve Board's Macroeconomic Policy Model FRB/US
Von zur Mühlen, Peter - 2022
This is an examination of VAR modeling used to generate expectations for forward-looking variables in the Federal Reserve's macro-economic model FRB/US. Aside from analyzing economic as well aseconometric properties of VAR models currently in use, this paper evaluates certain improvements to...
Persistent link: https://ebtypo.dmz1.zbw/10013404250
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Rough-Heston Local-Volatility Model
Dall'Acqua, Enrico; Longoni, Riccardo; Pallavicini, Andrea - 2022
In industrial applications it is quite common to use stochastic volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market volatilities, these models are usually extended by adding a local volatility term. Here, we consider the case of...
Persistent link: https://ebtypo.dmz1.zbw/10013405287
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Policy mix case development
Juhro, Solikin M. - In: Central Bank Policy Mix: Issues, Challenges, and Policy …, (pp. 217-233). 2022
Persistent link: https://ebtypo.dmz1.zbw/10013366583
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Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area
Turco, Enrico; Bazzana, Davide; Rizzati, Massimiliano; … - 2022
Soaring energy prices since fall 2021 have prompted European governments to introduce policy measures to support households and businesses. In this paper, we employ the MATRIX model, a multi-sector and multi-agent macroeconomic model calibrated on the Euro Area, to analyze the economic and...
Persistent link: https://ebtypo.dmz1.zbw/10013383241
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QMDE: a quarterly empirical model for the Danish economy : a stock-flow consistent approach
Byrialsen, Mikael Randrup; Raza, Hamid; Valdecantos, … - 2022
In this paper, we present a quarterly model for the Danish economy while focusing on the main assumptions behind the model and the construction of the databank behind the model. The purpose of the model is to build a platform for analysing the interdependencies between the real and financial...
Persistent link: https://ebtypo.dmz1.zbw/10013347234
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ITFIN: a stock-flow consistent model for the Italian economy
Barbieri Hermitte, Riccardo; Cagnazzo, Alberto; Favero, … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013348232
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