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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
We use a simple New Keynesian model, with firm specific capital, non-zero steady-state inflation, long-run risks and Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy rate by 150 basis points causes output and inflation...
Persistent link: https://www.econbiz.de/10011389786
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DSGE priors for BVAR models
Filippeli, Thomai; Theodoridis, Konstantinos - 2014
methodology of constructing Dynamic Stochastic General Equilibrium (DSGE) consistent prior distributions for Bayesian Vector … Ravenna (2007) regarding structural VAR (SVAR) models and the normal prior density of the DSGE parameter vector. In line with … used to rank competing DSGE theories that aim to explain the same observed data (Geweke, 2005). Finally, motivated by the …
Persistent link: https://www.econbiz.de/10010339762
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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
inference method to map from this TV VAR to time variation in implied Dynamic Stochastic General Equilibrium (DSGE) parameters …
Persistent link: https://www.econbiz.de/10011405253
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Global macroeconomic scenarios of the COVID-19 pandemic
McKibbin, Warwick J.; Fernando, Roshen - 2020
Persistent link: https://www.econbiz.de/10012582620
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Global macroeconomic cooperation in response to the COVID-19 pandemic : a roadmap for the G20 and the IMF
McKibbin, Warwick J.; Vines, David - 2020
Persistent link: https://www.econbiz.de/10012582678
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Mitigating climate change : growth-friendly policies to achieve net zero emissions by 2050
Jaumotte, Florence; Liu, Weifeng; McKibbin, Warwick J. - 2021
Persistent link: https://www.econbiz.de/10012628999
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Global economic impacts of climate shocks, climate policy and changes in climate risk assessment
Fernando, Roshen; Liu, Weifeng; McKibbin, Warwick J. - 2021
Persistent link: https://www.econbiz.de/10012616253
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Macroeconomic policy adjustments due to COVID- 19 : scenarios to 2025 with a focus on Asia
Fernando, Roshen; McKibbin, Warwick J. - 2021
Persistent link: https://www.econbiz.de/10012616263
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Choosing the European fiscal rule
Buss, Ginters; Grüning, Patrick; Tkačevs, Olȩgs - 2021
Persistent link: https://www.econbiz.de/10012792380
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Monetary policy uncertainty and firm dynamics
Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020
productivity rising in the medium run. To explain this result, we build scale DSGE module featuring firm heterogeneity and …
Persistent link: https://www.econbiz.de/10012243253