Similar Search Results

The zero lower bound and parameter bias in an estimated DSGE model

Hirose, Yasuo; Inoue, Atsushi - 2014

Persistent link: https://www.econbiz.de/10011375754

The zero lower bound and parameter bias in an estimated DSGE model

Hirose, Yasuo; Inoue, Atsushi - In: Journal of applied econometrics 31 (2016) 4, pp. 630-651

Persistent link: https://www.econbiz.de/10011645209

The zero lower bound and parameter bias in an estimated DSGE model

Hirose, Yasuo; Inoue, Atsushi - 2014

Persistent link: https://www.econbiz.de/10010502100

The natural rate of interest in a nonlinear DSGE model

Hirose, Yasuo; Sunakawa, Takeki - 2017

Persistent link: https://www.econbiz.de/10011747745

Changes in the Federal Reserve communication strategy : a structural investigation

Hirose, Yasuo; Kurozumi, Takushi - In: Journal of money, credit and banking : JMCB 49 (2017) 1, pp. 171-185

Persistent link: https://www.econbiz.de/10011707996

Parameter bias in an estimated DSGE model : does nonlinearity matter?

Hirose, Yasuo; Sunakawa, Takeki - 2015

Persistent link: https://www.econbiz.de/10011758109

Zero lower bound and parameter bias in an estimated DSGE model

Hirose, Yasuo; Inoue, Atsushi - 2013

Persistent link: https://www.econbiz.de/10009788795

The natural rate of interest in a non-linear DSGE Model

Hirose, Yasuo; Sunakawa, Takeki - In: International journal of central banking : IJCB 19 (2023) 1, pp. 301-339

Persistent link: https://www.econbiz.de/10014424023

Estimating a behavioral New Keynesian model with the zero lower bound

Hirose, Yasuo; Iiboshi, Hirokuni; Shintani, Mototsugu; … - 2022

Persistent link: https://www.econbiz.de/10013271737

Zero Lower Bound and Parameter Bias in an Estimated DSGE Model

Hirose, Yasuo; Inoue, Atsushi - Southern Methodist University, Department of Economics - 2013

This paper examines how and to what extent parameter estimates can be biased in a dynamic stochastic general equilibrium (DSGE) model that omits the zero lower bound constraint on the nominal interest rate. Our experiments show that most of the parameter estimates in a standard sticky-price DSGE...

Persistent link: https://www.econbiz.de/10010691995