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Oil : prices and capital
Ben-Shahar, Haim - 1976
Persistent link: https://www.econbiz.de/10004773043
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On the Structural Interpretation of the Smets-Wouters “Risk Premium” Shock
Fisher, Jonas D. M. - Federal Reserve Bank of Chicago - 2014
This article shows that the "risk premium" shock in Smets and Wouters (2007) can be interpreted as a structural shock …
Persistent link: https://www.econbiz.de/10011093785
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Oil Price Shocks, Monetary Policy Rules and Welfare.
Fiore, Fiorella de; Lombardo, Giovenni; Stebunovs, Viktors - Society for Computational Economics - SCE - 2006
should monetary policy react to oil-price shocks in order to minimize such adverse macroeconomic effects? We build a DSGE …
Persistent link: https://www.econbiz.de/10005537449
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Oil price shocks and domestic price investment in Ghana
Wiafe, Emmanuel A.; Barnor, Charles; Quaidoo, Christopher - Volkswirtschaftliche Fakultät, … - 2014
investment. This indicate that shock in oil prices leads to a reduction in investment. It is therefore recommended that …
Persistent link: https://www.econbiz.de/10011113216
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The New Keynesian Dsge Model and Alternative Monetary Policy Rules in the Czech Republic
Bouda, Milan - In: Acta Oeconomica Pragensia 2014 (2014) 1, pp. 41-55
Keynesian DSGE model is specifi ed. Results of this model are used as a benchmark. These results are obtained using Bayesian … an interesting output as a shock decomposition of both the observed variables. The main finding of this paper is that the … the Bayesian comparison of the DSGE models. The key output is that a forward-looking monetary policy rule significantly …
Persistent link: https://www.econbiz.de/10011195162
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Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
Marto, Ricardo - Volkswirtschaftliche Fakultät, … - 2013
Using Bayesian maximum likelihood and data for Portugal, I estimate a New Keynesian DSGE model allowing for the …
Persistent link: https://www.econbiz.de/10011111995
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Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model
Marto, Ricardo - In: Swiss Journal of Economics and Statistics (SJES) 150 (2014) IV, pp. 353-398
A New Keynesian DSGE model with non-Ricardian households is estimated and tested for the Portuguese economy The share …
Persistent link: https://www.econbiz.de/10011276120
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A Baseline Model for Monetary Policy Analysis
Tonner, Jaromír; Polanský, Jiří; Vašíček, Osvald - In: Bulletin of the Czech Econometric Society 16 (2009)
The paper deals with a baseline New Keynesian DSGE model for a closed economy. The model follows the concept of the New …
Persistent link: https://www.econbiz.de/10008528834
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Financial Integration and Macroeconomic Volatility
Terrones, Marco; Prasad, Eswar; Kose, M. Ayhan - International Monetary Fund (IMF) - 2003
This paper examines the impact of international financial integration on macroeconomic volatility in a large group of industrial and developing economies over the period 1960-99. We report two major results: First, while the volatility of output growth has, on average, declined in the 1990s...
Persistent link: https://www.econbiz.de/10005263967
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Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
Fantazzini, Dean - Volkswirtschaftliche Fakultät, … - 2014
This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on...
Persistent link: https://www.econbiz.de/10011114387