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Blasques, Francisco; Duplinskiy, Artem - 2015

Parameter estimates of structural economic models are often difficult to interpret at the light of the underlying economic theory. Bayesian methods have become increasingly popular as a tool for conducting inference on structural models since priors offer a way to exert control over the...

Persistent link: https://www.econbiz.de/10010464781

GHG mitigation schemes and energy policies : a model-based assessment for the Italian economy

Annicchiarico, Barbara; Battles, Susan; Di Dio, Fabio; … - In: Economic modelling 61 (2017), pp. 495-509

Persistent link: https://www.econbiz.de/10011737017

Rigid wage-setting and the effect of a supply shock, fiscal and monetary policies on Chinese economy by CGE analysis

Li, Meng; Yang, Liang - In: Economic modelling 29 (2012) 5, pp. 1858-1869

Persistent link: https://www.econbiz.de/10009667076

FiMod - a DSGE model for fiscal policy simulations

Stähler, Nikolai; Thomas, Carlos - In: Economic modelling 29 (2012) 2, pp. 239-261

Persistent link: https://www.econbiz.de/10009536023

Transformed perturbation solutions for dynamic stochastic general equilibrium models

Blasques, Francisco; Nientker, Marc - 2019

This paper introduces a new solution method for Dynamic Stochastic General Equilibrium (DSGE) models that produces non explosive paths. The proposed solution method is as fast as standard perturbation methods and can be easily implemented in existing software packages like Dynare as it is...

Persistent link: https://www.econbiz.de/10011979524

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

Cross-boarder mergers and acquisitions : on revealed comparative advantage and merger waves

Brakman, Steven; Garretsen, Harry; Marrewijk, Charles van - 2008

Persistent link: https://www.econbiz.de/10003645088

Industry dynamics and entrepreneurship : an equilibrium model

Fok, Dennis; Stel, Adriaan J. van; Burke, Andrew; … - 2010

Persistent link: https://www.econbiz.de/10003934225

Alternative approaches to discrete working time choice in an AGE framework

Arntz, Melanie; Boeters, Stefan; Gürtzgen, Nicole - In: Economic modelling 23 (2006) 6, pp. 1008-1032

Persistent link: https://www.econbiz.de/10003387617

Cross-border mergers and acquisitions : on revealed comparative advantage and merger waves

Brakman, Steven; Garretsen, Harry; Marrewijk, Charles van - 2008 - This version: January 2008

By combining two large data sets (on international trade flows and cross-border mergers and acquisitions - M&As), we test two implications of Neary’s (2003, 2007) general oligopolistic equilibrium (GOLE) model (incorporating strategic interaction between firms in a general equilibrium...

Persistent link: https://www.econbiz.de/10011374427