Search Results - subject:"Medium-scale DSGE model"

Real activity and uncertainty shocks : the long and the short of it

Krogh, Mathias Sjøgreen; Pellegrino, Giovanni - 2024 - This version: February 14, 2024

Persistent link: https://www.econbiz.de/10014517579

Interpreting structural shocks and assessing their historical importance

Herrera, Luis; Vázquez, Jesús - In: The B.E. journal of macroeconomics 23 (2023) 1, pp. 375-425

Persistent link: https://www.econbiz.de/10013556547

Term structure and real-time learning

Aguilar García, Pablo; Vazquez, Jesús - 2018

aprendizaje ; This paper introduces the term structure of interest rates into a medium-scale DSGE model. This extension results in …

Persistent link: https://www.econbiz.de/10012530597

Term structure and real-time learning

Aguilar, Pablo; Vázquez, Jesús - 2018

Persistent link: https://www.econbiz.de/10011799666

An estimated DSGE model with learning based on term structure information

Aguilar, Pablo; Vázquez, Jesús - In: Macroeconomic dynamics 25 (2021) 7, pp. 1635-1665

Persistent link: https://www.econbiz.de/10012656676

Adaptive learning with term structure information

Vázquez, Jesús; Aguilar, Pablo - In: European economic review : EER 134 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012694439

Learning, parameter variability, and swings in US macroeconomic dynamics

Aguirre, Idoia; Vázquez, Jesús - In: Journal of macroeconomics 66 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012433804

The role of term structure in an estimated DSGE model with learning

Aguilar, Pablo; Vázquez, Jesús - Institut de Recherche Économique et Sociale (IRES), … - 2015

Agents can learn from financial markets to predict macroeconomic outcomes and learning dynamics can feed back into both the macroeconomy and financial markets. This paper builds on the adaptive learning (AL) model of Slobodyan andWouters (2012b) by introducing the term structure of interest...

Persistent link: https://www.econbiz.de/10011265926

A stochastic estimated version of the Italian dynamic General Equilibrium Model

Acocella, Nicola; Beqiraj, Elton; Di Bartolomeo, Giovanni; … - In: Economic modelling 92 (2020), pp. 339-357

Persistent link: https://www.econbiz.de/10012429788

Learning in an Estimated Medium-Scale DSGE Model

Slobodyan, Sergey; Wouters, Raf - Center for Economic Research and Graduate Education and … - 2009

In this paper we evaluate the empirical relevance of learning by private agents in an estimated medium–scale DSGE model …

Persistent link: https://www.econbiz.de/10008556899