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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 check for the respective sets of parameters that are stable over time, making use of the ESS procedure ('Estimate of Set of Stable parameters') developed by Inoue and Rossi...

Persistent link: https://www.econbiz.de/10010294717

The macroeconomic consequences of EMU: international evidence from a DSGE model

Jerger, Jürgen; Röhe, Oke - 2009

In this paper, we estimate a New Keynesian DSGE model developed by Ireland (2003) on French, German and Spanish data with the aim to explore the macroeconomic consequences of EMU. In order to validate the results from the DSGE model, we amend this analysis by stability tests of monetary policy...

Persistent link: https://www.econbiz.de/10010267027

The Macroeconomic Consequences of EMU: International Evidence from a DSGE Model

Röhe, Oke; Jerger, Jürgen - 2010

Persistent link: https://www.econbiz.de/10010270116

Testing for parameter stability in DSGE models : the cases of France, Germany, Italy, and Spain

Jerger, Jürgen; Röhe, Oke - In: International economics and economic policy : IEEP 11 (2014) 3, pp. 329-351

Persistent link: https://www.econbiz.de/10010413168

Testing for parameter stability in DSGE models. The cases of France, Germany, Italy, and Spain

Jerger, Jürgen; Röhe, Oke - In: International Economics and Economic Policy 11 (2014) 3, pp. 329-351

We estimate a New Keynesian DSGE model on French, German, Italian, and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure (“Estimate of Set of Stable parameters”) developed by Inoue and Rossi...

Persistent link: https://www.econbiz.de/10010988298

Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain

Jerger, Jürgen; Röhe, Oke - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2012

We estimate a New Keynesian DSGE model on French, German, Italian, and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure (”Estimate of Set of Stable parameters“) developed by Inoue and Rossi...

Persistent link: https://www.econbiz.de/10010547833

Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain

Jerger, Jürgen; Röhe, Oke - Institut für Ost- und Südosteuropaforschung (IOS) - 2009

We estimate a New Keynesian DSGE model on French, German and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure (”Estimate of Set of Stable parameters“) developed by Inoue and Rossi (2011)....

Persistent link: https://www.econbiz.de/10008632764

Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain

Jerger, Jürgen; Röhe, Oke - Wirtschaftswissenschaftliche Fakultät, Universität … - 2009

We estimate a New Keynesian DSGE model on French, German and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure ( ”Estimate of Set of Stable parameters“) developed by Inoue and Rossi (2011)....

Persistent link: https://www.econbiz.de/10009145849

Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain

Jerger, Jürgen; Röhe, Oke - Wirtschaftswissenschaftliche Fakultät, Universität … - 2011

We estimate a New Keynesian DSGE model on French, German and Spanish data. The main aim of this paper is to check for the respective sets of parameters that are stable over time, making use of the ESS procedure ( ”Estimate of Set of Stable parameters“) developed by Inoue and Rossi (2011)....

Persistent link: https://www.econbiz.de/10008862923