[PDF] Top 20 Essays in Estimation of Dynamic Stochastic General Equilibrium Models
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Essays in Estimation of Dynamic Stochastic General Equilibrium Models
... We proceed by discussing the latent empirical factors extracted by our DFM from the same rich data set. Figure F2 plots the posterior means and 90 percent credible intervals of the estimated factors. First, note that ... See full document
207
Essays on estimation of dynamic games
... considers estimation of discrete choice stationary dynamic ...popular estimation procedures ...Our estimation strategy provides globably optimal estimates that do not depend on initial guesses ... See full document
80
Essays on Multivariate Stochastic Volatility Models Using Wishart Processes: A General Discussion and Dimension Reduction by Latent Factor Structures.
... its estimation is done through MCMC techniques, the computation is usually ...WIC models, both the univariate persistence parameter and the degrees of freedom (df) have complicated conditional posteriors, ... See full document
97
The Effects of Monetary Policy on Output and Inflation in Afghanistan: A Dynamic Stochastic General Equilibrium Approach
... Following these discussions, the theory of the real business cycles was raised by the study of Kydland and Prescott (1982) for the first time. The main purpose of this theory was to focus on this issue those non-monetary ... See full document
34
Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
... DSGE models featuring long run balanced growth driven by trend inflation, productivity growth, and population growth generally predict the existence of common deterministic or stochastic ...DSGE ... See full document
87
Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
... DSGE models featuring long run balanced growth driven by trend inflation, productivity growth, and population growth generally predict the existence of common deterministic or stochastic ...DSGE ... See full document
69
Reconnoitering the effective Channels of Monetary Transmission Mechanism in Iran Using a Dynamic Stochastic General Equilibrium Model
... Keynesian Dynamic Stochastic General Equilibrium ...mentioned models, seasonal data for the period 1990–2015 are ...The estimation method used in the study is the Bayesian ... See full document
25
Methodology Does Matter: About Implicit Assumptions in Applied Formal Modelling The case of Dynamic Stochastic General Equilibrium Models vs Agent Based Models
... machine models that work in a different way than the Turing machine, ...ACE models: Both represent Turing-complete systems and are computationally ... See full document
21
Sentiment Shock and Stock Price Bubbles in a Dynamic Stochastic General Equilibrium Model Framework: The Case of Iran
... Bayesian Dynamic Stochastic General Equilibrium (DSGE) from Real Business Cycles (RBC) approach with the aim of identifying the factors shaping price bubbles of Tehran Stock Exchange (TSE) was ... See full document
36
Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework
... incorporating the financial sector. They investigated the impact of firm’s balances on the investment. Choi and Cook (2004) have incorporated banking sector and examine the performance while using DSGE model. Milani ... See full document
31
An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
... In order to calculate the likelihood function of the observed data series, we use the Kalman filter as in Sargent (1989). This likelihood function is then combined with a prior density for the structural parameters to ... See full document
71
Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
... wage equilibrium components of nonpredetermined endogenous variables while imposing relatively weak identifying restrictions on their trend ...this estimation procedure confers a number of benefits of ... See full document
99
A DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM (DSGE) MODEL TO ASSESS THE IMPACT OF STRUCTURAL REFORMS ON THE INDONESIAN ECONOMY
... 2.1. DSGE Model to Analyze the Impact of Government Spending on the Economy One of the models used to analyze the impact of structural reforms in the form of government spending is the DSGE model. Ganelli and ... See full document
32
Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve
... a dynamic stochastic general equilibrium (DSGE) model, and relates current inflation to inflation ex- pectations, lagged inflation, and real marginal cost or output ...cum-indexation ... See full document
27
A small open economy model for Nigeria: a BVAR DSGE approach
... the dynamic stochastic general equilibrium (DSGE)—the so- called small open economy (SOE) model—which situates the Nigerian economy in global perspective to generate dummy observation priors ... See full document
25
Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
... associated exclusively with the conditional variance function are estimated conditional on diffuse priors. Initial conditions for the cyclical components of exogenous variables are given by their unconditional means and ... See full document
61
Inflation targeting in China based on a dynamic stochastic general equilibrium model
... equation. General in DSGE models often including government departments (the central Banks, financial department) of behavioral ...of general equilibrium ... See full document
6
A bayesian estimation of the economic effects of the Common Fisheries Policy on the Galician Fleet: a dynamic stochastic general equilibrium approach
... This paper extends this optimization view of fishey models to a DSGE approach. In par- ticular, a DSGE model is used to build a decentralized fishery where rational and forward- looking economic agents react to ... See full document
24
Post Keynesian dynamic stochastic general equilibrium theory
... generations models can lead to volatile fluctuations in asset markets that have nothing to do with ...temporary equilibrium theory while rejecting the first welfare ... See full document
18
Essays in applied public economics using computable general equilibrium models
... The DCGE model is integrated with a health model that includes two main com- ponents to account for the impact of malaria disease: (1) a population projection component for the size of the labour force, using the ... See full document
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