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Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
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Heterogeneous rental markets in a DSGE model of the euro area
Hirsch, Patrick - 2019
the share of homeowners. This paper presents a medium scale New Keynesian DSGE model of the euro area with an extensive …
Persistent link: https://www.econbiz.de/10012314677
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Does interbank market matter for business cycle fluctuation? : an estimated DSGE model with financial frictions for the Euro area
Giri, Federico - In: Economic modelling 75 (2018), pp. 10-22
Persistent link: https://www.econbiz.de/10012101363
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Pitfalls of DSGE model approach in monetary union
Konôpková, Zlatica - In: Danube : law and economics review 10 (2019) 4, pp. 369-382
This paper investigates the impact of country size on the DSEG model estimation of the monetary union. Following DSGE …
Persistent link: https://www.econbiz.de/10012170992
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Financial frictions in the euro area and the United States : a Bayesian assessment
Villa, Stefania - 2014
Persistent link: https://www.econbiz.de/10010423240
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Financial frictions in the Euro Area and the United States : a Bayesian assessment
Villa, Stefania - In: Macroeconomic dynamics 20 (2016) 5, pp. 1313-1340
Persistent link: https://www.econbiz.de/10011623178
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Natural rates across the Atlantic
Neri, Stefano; Gerali, Andrea - In: Journal of macroeconomics 62 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012243437
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Fiscal expenditure spillovers in the euro area : an empirical and model-based assessment
Alloza, Mario; Ferdinandusse, Marien; Jacquinot, Pascal; … - 2020
Persistent link: https://www.econbiz.de/10012221940
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Fiscal expenditure spillovers in the euro area : an empirical and model-based assessment
Alloza, Mario; Ferdinandusse, Marien; Jacquinot, Pascal; … - 2020
The paper describes the main transmission channels of the spillovers of national fiscal policies to other countries within the euro area and investigates their magnitude using different models. In the context of Economic and Monetary Union (EMU), fiscal spillovers are relevant for the accurate...
Persistent link: https://www.econbiz.de/10012206331
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EAGLE-FLI : a macroeconomic model of banking and financial interdependence in the euro area
Bokan, Nikola; Gerali, Andrea; Gomes, Sandra; … - 2016
Persistent link: https://www.econbiz.de/10011947642