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Macroeconometric Modelling with a Global Perspective

Pesaran, M Hashem; Smith, Ron P - 2006

This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann and Weiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic variables to their foreign counterparts and then...

Persistent link: https://www.econbiz.de/10009442021

Essays on macroeconomic theory as a guide to economic policy

Ried, Stefan - 2009

Die vorliegende Dissertation zu makroökonomischen Themen beinhaltet einen einleitenden Literaturüberblick, drei eigenständige und voneinander unabhängige Kapitel sowie einen technischen Anhang. In Kapitel zwei wird ein Zwei-Länder Modell einer Währungsunion betrachtet, in dem die...

Persistent link: https://www.econbiz.de/10009467184

Empirical Evaluation of DSGE Models for Emerging Countries

Garcia Cicco, Javier - 2009

This dissertation is the collection of three essays aimed to evaluate the empirical performance of dynamic stochastic general equilibrium (DSGE) models in explaining the behavior of macroeconomic dynamics in emerging countries. Chapter 1, which is joint work with M. Uribe and R. Pancrazzi,...

Persistent link: https://www.econbiz.de/10009475513

Essays on Identification and Estimation of Dynamic Stochastic General Equilibrium Models.

Iskrev, Nikolay Ivanov - 2008

The estimation of dynamic stochastic general equilibrium (DSGE) models is the subject of a rapidly growing literature. This dissertation contributes to the existing body of work by focusing on issues related to parameter identification.In the first essay I show that DSGE models are characterized...

Persistent link: https://www.econbiz.de/10009476557

The impact of oil price changes on Spanish and Euro area consumer price inflation

Álvarez González, Luis Julián; Hurtado López, Samuel; … - 2009

Incluye referencias bibliográficas ; This paper assesses the impact of oil price changes on Spanish and euro area consumer price inflation. We find, consistently with recent international evidence, that the inflationary effect of oil price changes is limited, even though crude oil price...

Persistent link: https://www.econbiz.de/10012529545

General equilibrium restrictions for dynamic factor models

Antonio Liedo, David de - 2010

This paper proposes the use of dynamic factor models as an alternative to the VAR-based tools for the empirical validation of dynamic stochastic general equilibrium (DSGE) theories. Along the lines of Giannone et al. (2006), we use the state-space parameterisation of the factor models proposed...

Persistent link: https://www.econbiz.de/10012530279

Monetary policy and the asset risk-taking channel

Abbate, Angela; Thaler, Dominik - 2018

¿Cuánto importa el canal de toma de riesgos (risk-taking channel) para la política monetaria? Para responder a esta pregunta, desarrollamos y estimamos un modelo cuantitativo macroeconómico DSGE, en el que los bancos eligen inversiones excesivamente arriesgadas, debido a un problema de...

Persistent link: https://www.econbiz.de/10012530598

Tuberculosis transmission patterns in a high-incidence area: A spatial analysis

Munch Z.; Van Lill S.W.P.; Booysen C.N.; Zietsman H.L.; … - 2003

notifications of 1340/100 000 in 1996. These suburbs are characterised by overcrowding, high unemployment and poverty. It is … tuberculosis notifications were found with unemployment, overcrowding and number of shebeens per enumerator sub-district. High … tuberculosis notifications with unemployment and its associated poverty emerged as the strongest association. …

Persistent link: https://www.econbiz.de/10009442250

Monetary integration in East Asia: Why does it take so long?

Krawczyk, Mariusz K. - 2009

The launch of the economic and monetary union in Europe and the 1997 financial crisis that underscored the disadvantages of currently employed exchange rate regimes raised questions about the feasibility of a similar monetary unification project for East Asia. Being one of the most dynamically...

Persistent link: https://www.econbiz.de/10009441820

Are Countries of Association of South East Asia Nations (ASEAN) Candidates of Optimum Currency Area for Monetary Union? A Structural VAR Approach

Sin, Lew Yuen; Asam Tuan Lorik, Ku - 2006

Intra-trade among ASEAN countries have remained around 20% over the period 1993 until 2001 (ASEAN Secretariat). With this significant amount of trade being conducted between members of ASEAN countries, businesses were faced with exchange rate exposure due to the volatility of the exchange rate...

Persistent link: https://www.econbiz.de/10009444769

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