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Financial frictions and shocks in an estimated small open economy DSGE model
Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291
Persistent link: https://www.econbiz.de/10012418824
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Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements …
Persistent link: https://www.econbiz.de/10014025547
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The role of financial frictions during the crisis : an estimated DSGE model
Merola, Rossana - In: Economic modelling 48 (2015), pp. 70-82
Persistent link: https://www.econbiz.de/10011452477
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Factor adjustment costs : a structural investigation
Mumtaz, Haroon; Zanetti, Francesco - In: Journal of economic dynamics & control 51 (2015), pp. 341-355
Persistent link: https://www.econbiz.de/10011474416
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A DSGE model for the Slovenian economy : model estimates and application
Kuštrin, Andrej - In: Economic and business review : EBR 21 (2019) 2, pp. 143-211
Persistent link: https://www.econbiz.de/10012268543
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Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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Disciplining expectations and the forward guidance puzzle
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - 2015
This paper examines whether the presence of parameter instabilities in dynamic stochastic general equilibrium (DSGE) models affects their forecasting performance. We apply this analysis to medium-scale DSGE models with and without financial frictions for the US economy. Over the forecast period...
Persistent link: https://www.econbiz.de/10011349997
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Financial frictions in Latvia
Buss, Ginters - In: Empirical economics : a journal of the Institute for … 51 (2016) 2, pp. 547-575
Persistent link: https://www.econbiz.de/10011550972
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - In: Journal of macroeconomics 61 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012243230