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Common and country specific economic uncertainty
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
important over the last decade. Simulations from a two-country DSGE model featuring Epstein Zin preferences suggest that …
Persistent link: https://www.econbiz.de/10011306276
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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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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 … smaller effect of this shock on real activity. …
Persistent link: https://www.econbiz.de/10012243253
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The changing transmission of uncertainty shocks in the US : an empirical analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - 2014
shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …
Persistent link: https://www.econbiz.de/10010472799
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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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An estimated dynamic stochastic general equilibrium model for the Kyrgyz Republic
Shatmanov, Iskender (ed.) - 2017
Persistent link: https://www.econbiz.de/10012019413
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Is time an illusion? : a bootstrap likelihood ratio approach to testing shock transmission delays in DSGE models
Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M. - 2022
Persistent link: https://www.econbiz.de/10013555793
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Housing banking in a small open economy DSGE model
Vītola, Kristīne; Ajevskis, Viktors - 2011
Persistent link: https://www.econbiz.de/10009407557
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The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Carriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos - 2013
shock proxies on the estimated impulse responses from these SVAR models. We show via a Monte Carlo experiment that … uncertainty shock proxy as an instrument to identify the underlying shock does not suffer from this bias. Applying this proxy SVAR …
Persistent link: https://www.econbiz.de/10009784657
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Financial frictions and the extensive margin of activity
Poutineau, Jean-Christophe; Vermandel, Gauthier - 2015
Persistent link: https://www.econbiz.de/10011303045