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The effect of exchange rate, oil prices and global inflation shocks on macroeconomic variables for the Iranian economy in the form of a DSGE model

Boroumand, Sajad; Mohammadi, Teymour; Pajooyan, Jamshid; … - In: Iranian economic review : journal of University of Tehran 23 (2019) 4, pp. 1057-1083

Persistent link: https://www.econbiz.de/10012153388

House prices and the effectiveness of monetary policy in an estimated DSGE model of Morocco

Said, Roubyou; Hicham, Ouakil - In: Economies : open access journal 13 (2025) 4, pp. 1-23

In this study, we aimed to assess the effectiveness of monetary policy in influencing housing prices in Morocco. Bayesian estimation over the period 2007Q2-2017Q2 of a dynamic stochastic general equilibrium model allowed us to reveal a significant impact of the increase in policy interest rates...

Persistent link: https://www.econbiz.de/10015410086

Credit strikes back : the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates

Conti, Antonio M.; Neri, Stefano; Notar, Alessandro - 2024

Persistent link: https://www.econbiz.de/10015179816

A narrative approach to a fiscal DSGE model

Drautzburg, Thorsten - 2016 - This version: March 28, 2016

Persistent link: https://www.econbiz.de/10011449449

A narrative approach to a fiscal DSGE model

Drautzburg, Thorsten - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 801-837

Structural DSGE models are used for analyzing both policy and the sources of business cycles. Conclusions based on full structural models are, however, potentially affected by misspecification. A competing method is to use partially identified SVARs based on narrative shocks. This paper asks...

Persistent link: https://www.econbiz.de/10012214069

An estimated dynamic stochastic general equilibrium model for the Kyrgyz Republic

Shatmanov, Iskender (ed.) - 2017

Persistent link: https://www.econbiz.de/10012019413

Policy response to commodity price fluctuations : the case of Nigeria

Abeng, Magnus O.; Hilili, Margaret J. - In: West African journal of monetary and economic integration 17 (2017) 1, pp. 19-44

commodity) with little or no attention to food price shock. In this study, however, the effect of food price shocks on some … selected macroeconomic indicators is examined, in addition to oil price shock using the structural autoregressive (SVAR) model … found to be more profound compared with food price shock. Further evidence identified the exchange rate channel as the …

Persistent link: https://www.econbiz.de/10013348340

Monetary policy shocks and real commodity prices

Reicher, Christopher Phillip; Utlaut, Johannes Friederich - In: The B.E. journal of macroeconomics 13 (2013) 1, pp. 715-749

Persistent link: https://www.econbiz.de/10010228624

The drivers of inflation in Korea : insights from a small open DSGE model

Kim, Kyunghun - In: East Asian economic review 29 (2025) 1, pp. 41-76

This study analyzes the drivers of inflation in South Korea using a Dynamic Stochastic General Equilibrium (DSGE) model tailored to the characteristics of Korea as a small open economy. Employing quarterly data from 1999Q2 to 2023Q2, Bayesian estimation is used to estimate Korea-specific...

Persistent link: https://www.econbiz.de/10015418135

Revisiting the great moderation using the method of indirect inference

Minford, Patrick; Ou, Zhirong - 2012

We investigate the relative roles of monetary policy and shocks in causing the Great Moderation, using indirect inference where a DSGE model is tested for its ability to mimic a VAR describing the data. A New Keynesian model with a Taylor Rule and one with the Optimal Timeless Rule are both...

Persistent link: https://www.econbiz.de/10009532213