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An estimated DSGE model with financial accelerator : the case of Tunisia
Ben Romdhane, Hager - 2020
This paper estimates an open economy DSGE model with financial accelerator à la Bernanke et al. (1999)2, enriched with …, indicating the importance of the financial accelerator and the potential balance sheet vulnerabilities for macroeconomic … fluctuations. Furthermore, results of the impulse responses functions model support that the inclusion of the financial accelerator …
Persistent link: https://www.econbiz.de/10012171277
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Monetarism rides again? : US monetary policy in a world of Quantitative Easing
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick - In: Journal of international financial markets, … 44 (2016), pp. 85-102
Persistent link: https://www.econbiz.de/10011690388
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U.S. business cycles, monetary policy and the external finance premium
Martínez-García, Enrique - In: Advances in non-linear economic modeling : theory and …, (pp. 41-114). 2014
Persistent link: https://www.econbiz.de/10010251589
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Monetary policy in an estimated DSGE model with a financial accelerator
Christensen, Ian; Dib, Ali - 2006
Persistent link: https://www.econbiz.de/10003305953
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An estimated dynamic stochastic general equilibrium model for the Kyrgyz Republic
Shatmanov, Iskender (ed.) - 2017
Persistent link: https://www.econbiz.de/10012019413
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Estimating a stylized fiscal policy DSGE model for Brazil
Pereira, Rodrigo Mendes - 2019
This paper builds a small size dynamic stochastic general equilibrium (DSGE) model with government, aiming to replicate key features of the Brazilian economy. I first calibrate and then I use Bayesian methods to estimate the model for Brazil, with 20 years of quarterly aggregate data. Contrary...
Persistent link: https://www.econbiz.de/10012061796
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Has fiscal expansion inflated house prices in China? : evidence from an estimated DSGE model
Liu, Chunping; Ou, Zhirong - 2019
A canonical DSGE model for housing, extended to embrace government spending and governmentinvestment, is estimated on Chinese data to evaluate the impact of Öscal policy on house prices. Govern-ment spending substitutes for housing; a rise in government spending lowers house prices, but its...
Persistent link: https://www.econbiz.de/10012125691
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Endogenous forward guidance
Chafwehé, Boris; Oikonomou, Rigas; Priftis, Romanos; … - 2018
We propose a novel framework where forward guidance (FG) is endogenously determined. Our model assumes that a monetary authority solves an optimal policy problem under commitment at the zero-lower bound. FG derives from two sources: 1. from commiting to keep interest rates low at the exit of the...
Persistent link: https://www.econbiz.de/10011920684
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Losses from membership in EMU : an estimated two-country DSGE model
Moons, Cindy - In: Applied economics quarterly 59 (2013) 1, pp. 27-61
Persistent link: https://www.econbiz.de/10010190765
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Government expenditures and business cycles-policy reaction and surprise shocks
Glocker, Christian - In: Margin: the journal of applied economic research 7 (2013) 3, pp. 215-254
Persistent link: https://www.econbiz.de/10010353780