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A Model for International Spillovers to Emerging Markets
Houssa, Romain; Mohimont, Jolan; Otrok, Chris - 2019
This paper develops a small open economy (SOE) dynamic stochastic general equilibrium (DSGE) model that helps to …, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with Bayesian methods …
Persistent link: https://www.econbiz.de/10012052808
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A model for international spillovers to emerging markets
Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - 2019
This paper develops a small open economy (SOE) dynamic stochastic general equilibrium (DSGE) model that helps to …, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with Bayesian methods …
Persistent link: https://www.econbiz.de/10012141559
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Forecasting for the optimal numbers of COVID-19 infection to maintain economic circular flows of Thailand
In: Economies 9 (2021) 4, pp. 1-24
figure out. Our theoretical model introduced dynamic stochastic general equilibrium (DSGE) models with a special emphasis on … Bayesian inference. From the results of the study, it was found that the most reasonable number of COVID-19 cases that still …
Persistent link: https://www.econbiz.de/10013199889
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Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain
Jerger, Jürgen; Röhe, Oke - 2012
We estimate a New Keynesian DSGE model on French, German, Italian, and Spanish data. The main aim of this paper is to … properties of each single parameter in a DSGE model separately. In the case of France, Germany, and Italy our results point to …
Persistent link: https://www.econbiz.de/10010294717
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Cross-border banking and business cycles in asymmetric currency unions
Dräger, Lena; Proaño, Christian R. - 2015
purpose, we incorporate in an otherwise standard two-region monetary union DSGE model a banking sector module along the lines …
Persistent link: https://www.econbiz.de/10011301349
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Cross-border banking and business cycles in asymmetric currency unions
Dräger, Lena; Proaño, Christian R. - 2015
this purpose, we incorporate in an otherwise standard two-region monetary union DSGE model a global banking sector along …
Persistent link: https://www.econbiz.de/10011405060
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What accounts for the changes in U.S. fiscal policy transmission?
Bilbiie, Florin O.; Meier, André; Müller, Gernot J. - 2006
within a DSGE model featuring price rigidities and limited asset market participation. Specifically, we estimate the …
Persistent link: https://www.econbiz.de/10011604628
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Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation
de Walque, Gregory; Pierrard, Olivier; Sneessens, Henri; … - 2009
We consider a model with frictional unemployment and staggered wage bargaining where hours worked are negotiated every period. The workers’ bargaining power in the hours negotiation affects both unemployment volatility and inflation persistence. The closer to zero this parameter, (i) the more...
Persistent link: https://www.econbiz.de/10011605053
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Involuntary unemployment and the business cycle
Christiano, Lawrence; Trabandt, Mathias; Walentin, Karl - 2010
integrate the model into a medium sized DSGE model with capital and show that the resulting model does as well as existing …
Persistent link: https://www.econbiz.de/10011605248
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Asset prices, collateral and unconventional monetary policy in a DSGE model
Hilberg, Björn; Hollmayr, Josef - 2011
In this paper we set up a New-Keynesian model that features an interbank market. The introduction of an interbank market is important to analyze liquidity problems among heterogenous agents within the financial sector. First, because this allows for a situation where increased liquidity supply...
Persistent link: https://www.econbiz.de/10011605419