Dynamic stochastic general equilibrium model
Bolivia’s fiscal rules: dynamic stochastic general equilibrium model approach
... Bolivia’s fiscal rules: dynamic stochastic general equilibrium model approach Daney, Valdivia and Marcelo, Montenegro.[r] ...
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Inflation targeting in China based on a dynamic stochastic general equilibrium model
... DSGE model, we construct a dynamic stochastic general equilibrium model to analyze the policy effect of these two kind of inflation targeting based on Impulse response function ...
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Reconnoitering the effective Channels of Monetary Transmission Mechanism in Iran Using a Dynamic Stochastic General Equilibrium Model
... Keynesian Dynamic Stochastic General Equilibrium ...our model, the different types of nominal rigidities are introduced beside all the related structural equations, which are extracted ...
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An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
... DSGE model is larger than that of the VAR(2) and VAR(3) model and very close to that of the VAR(1) ...VAR(3) model relative to the small sample period (especially for the starting period) implies a ...
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Sentiment Shock and Stock Price Bubbles in a Dynamic Stochastic General Equilibrium Model Framework: The Case of Iran
... DSGE model in RBC modeling approach. In this model, stock price bubbles appear endogenously in a positive feedback mechanism that is supported by people ...this model, the economic system is the ...
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Effect of Confidence Shock on an Economy with a Shadow Banking System: Analysis Based on Dynamic Stochastic General Equilibrium Model
... Dynamic general equilibrium framework is widely used in the study of credit intermediaries and financial instability, which are closely related to the study of shadow ...
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The Effect of Oil Shocks on Foreign Trade under Inflation and Exchange Rate Targeting Policies (In the Form of a Dynamic Stochastic General Equilibrium Model for Iran)
... The model consists of firms, households, government behave in an open ...basic model of monopolistic competition has been presented by Dixit and Stiglitz ...
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An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis
... real consumption per labor force, s.a., (unit same as above). Investment se- ries is real investment per labor force, s.a., (unit same as above). Labor input series are derived from Work hour index times total employment ...
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Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data
... Keynesian Dynamic Stochastic General Equilibrium (hereafter NKDSGE) model using different periods are the ...the model fit compared to an estimated version using the standard set ...
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The Effects of Monetary Policy on Output and Inflation in Afghanistan: A Dynamic Stochastic General Equilibrium Approach
... the dynamic stochastic general equilibrium model and the principles of microeconomics, which are able to explain the general economic phenomena in the country such as the ...
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Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
... a dynamic stochastic general equilibrium model of a closed economy which approximately accounts for the empirical evidence concerning the monetary transmission mechanism, as summarized ...
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Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
... a dynamic stochastic general equilibrium model of a small open economy which provides a quantitative description of the monetary transmission mechanism, yields a mutually consistent set ...
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Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework
... a dynamic stochastic general equilibrium model focusing a greater role for the fiscal ...based model very effective for assessing outcomes of different economic ...DSGE ...
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The Effect of Exchange Rate, Oil Prices and Global Inflation Shocks on Macroeconomic Variables for the Iranian Economy in the form of a DSGE Model
... the dynamic effects of three external shocks (global oil price shock, euro / dollar exchange rate shock and global inflation shock) as well as to investigate the appropriate monetary policy strategy for the ...
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Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
... a dynamic stochastic general equilibrium model of a small open economy which approximately accounts for the empirical evidence concerning the monetary transmission mechanism, as ...
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Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
... a dynamic stochastic general equilibrium model of a closed economy which provides a quantitative description of the monetary transmission mechanism, yields a mutually consistent set of ...
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A small open economy model for Nigeria: a BVAR DSGE approach
... (SOE) model. Galí and Monacelli’s (2005) SOE model or its simplification by Lubik and Schorfheide (2005) has become standard and vastly used in the ...This model is a variant of the dynamic ...
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The unfortunate uselessness of most ’state of the art’ academic monetary economics
... engineering-type dynamic processes where the past drives the present and the future, but also in part by past and present anticipations of the ...a model, and shock it with additive random disturbances, an ...
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Measuring the size of the shadow economy using a dynamic general equilibrium model with trends
... the model variables into the analysis offers a very different picture of the shadow economy relative to earlier ...sector model where the representative household has access to formal and shadow ...
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Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve
... price model, the Phillips curve is derived from a dynamic stochastic general equilibrium (DSGE) model, and relates current inflation to inflation ex- pectations, lagged ...
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