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Heterogeneous impacts of commodity price shocks on labour market outcomes : evidence and theory for the Chilean mining sector

Valenzuela, José - In: Latin American economic review : LAER ; official … 33 (2024), pp. 1-48

principal parameters that determine how the commodity shock is going to affect labour market outcomes between high and low …

Persistent link: https://www.econbiz.de/10014636659

The changing transmission of uncertainty shocks in the US : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - 2014

shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …

Persistent link: https://www.econbiz.de/10010472799

Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model

Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604

Persistent link: https://www.econbiz.de/10012062716

Persistency and Money Demand Distortions in a Stochastic Dge Model with Sticky Prices

Gail, Michael - 2003

Recently macroeconomists have intensified their efforts to develop models that are able to generate persistent reactions of real variables to monetary shocks in stochastic DGE models with nominal rigidities. This has proven to be quite difficult in models with price staggering only. Most papers...

Persistent link: https://www.econbiz.de/10014113680

Persistency and Money Demand Distortions in a Stochastic Dge Model with Sticky Prices and Capital

Gail, Michael - 2003

This paper considers the implications of adding capital as a factor of production in a stochastic DGE model with sticky prices for the effects of money growth shocks. Particular attention is given to the role of money demand and to the form of the utility function. I consider cash-in-advance-...

Persistent link: https://www.econbiz.de/10014113681

The Impact of Investment-Specific Technology Shocks on Macroeconomics Variables

Asamoah, Constance Ohemeng - 2021

, yet, a shock to IST influence a change in aggregate consumption. Inferences from impulse response function (IRF) showed … that a positive shock to IST induces a positive response or a positive co-movement among all three macro variables …

Persistent link: https://www.econbiz.de/10013211726

Evaluating quantitative easing : a DSGE approach

Falagiarda, Matteo - In: International journal of monetary economics and finance 7 (2014) 4, pp. 302-327

Persistent link: https://www.econbiz.de/10011347549

Oil price shocks and macroeconomic dynamics in an oil-exporting emerging economy : a New Keynesian DSGE approach

Oladunni, Sunday - In: CBN journal of applied statistics 11 (2020) 1, pp. 1-34

a new Keynesian dynamic stochastic general equilibrium (DSGE) model to study how an oil price shock impact macroeconomic … aggregates in an oil-rich emerging economy. We consider a positive oil price shock to uncover the extent to which oil price … oil price shock, reveal evidence of Dutch disease and the operation of the Harrod-Balassa-Samuelson effect. We find a …

Persistent link: https://www.econbiz.de/10012297450

The Impact of Discriminatory Credit Constraints on Macroeconomy : An Estimated Banking DSGE Model with Endogenous Loan-to-Value Ratios

Peng, Yuchao - 2015

This paper builds a banking DSGE model with endogenous loan-to-value ratios which capture complex relationships between banks and firms. Reflecting the relationship between banks and enterprises, the loan-to-value ratio for state-owned enterprises is endogenously greater than that for private...

Persistent link: https://www.econbiz.de/10013027135

Are Commodity Price Shocks Important? A Bayesian Estimation of a DSGE Model for Russia

Malakhovskaya, Oxana - 2014

-push, and monetary policy shocks, we include the shock of commodity export revenues, which are supposed to be like a windfall …

Persistent link: https://www.econbiz.de/10013060045