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Financial frictions and shocks in an estimated small open economy DSGE model
Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291
Persistent link: https://www.econbiz.de/10012418824
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Monetary policy, financial frictions and structural changes : a Markov-switching DSGE approach
Anguyo, Francis Leni; Kotzé, Kevin - 2019
Persistent link: https://www.econbiz.de/10012030431
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The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Hollander, Hylton; Liu, Guangling - In: Economic modelling 52 (2016), pp. 375-389
Persistent link: https://www.econbiz.de/10011642791
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Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach
Anguyo, Francis Leni; Gupta, Rangan; Kotzé, Kevin - In: Economic research 33 (2020) 1,2, pp. 1538-1561
Persistent link: https://www.econbiz.de/10013179677
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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/10012029113
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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/10011995390
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Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy
Górajski, Mariusz; Kuchta, Zbigniew; … - In: Economic modelling 122 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014388635
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements … of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for … counterfactual interest rate paths. Finally, we perform a post-mortem of DSGE model forecasts of the Great Recession, and show that …
Persistent link: https://www.econbiz.de/10014025547
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Monetary policy volatility shocks in Brazil
Fasolo, Angelo Marsiglia - In: Economic modelling 81 (2019), pp. 348-360
Persistent link: https://www.econbiz.de/10012202102