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Empirical Evaluation of DSGE Models for Emerging Countries

Garcia Cicco, Javier - 2009

general equilibrium (DSGE) models in explaining the behavior of macroeconomic dynamics in emerging countries. Chapter 1 … model is estimated using more than a century of Argentine data. In Chapter 2, a comprehensive real DSGE model of an … country premium. Finally, Chapter 3 estimates (using Mexican data) a DSGE model of an emerging country containing many …

Persistent link: https://www.econbiz.de/10009475513

ESSAYS ON NEWS AND ASSET PRICES

Sinha, Nitish Ranjan - 2010

The first essay examines news and the cross section of returns. Using a sentiment score provided by Thomson Reuters to … measure the tone of news articles, this paper examines monthly portfolio returns constructed from information about past news … articles. The sentiment score is obtained from the kind of words and phrases that are used in the news article. Positive tone …

Persistent link: https://www.econbiz.de/10009450776

Essays in macroeconomics

Trabandt, Mathias - 2007

konventionelle Sichtweisen über die Inflation zu modellieren. Ich verwende ein DSGE Modell mit klebriger Information und vergleiche … beide Modelle in meinem DSGE Rahmen gleich gut geeignet sind, die konventionellen Sichtweisen zu erklären. Der zweite … to model three conventional views about inflation. We use a fully-fledged DSGE model with sticky information and compare …

Persistent link: https://www.econbiz.de/10009466995

Essays on Markov-Switching Dynamic Stochastic General Equilibrium Models

Foerster, Andrew Thomas - 2011

This dissertation presents two essays on Markov-Switching dynamic stochastic general equilibrium models. The first essay is "Perturbation Methods for Markov-Switching Models," which is co-authored with Juan Rubio-Ramirez, Dan Waggoner, and Tao Zha. This essay develops an perturbation-based...

Persistent link: https://www.econbiz.de/10009475390

Optimal Monetary and Fiscal Policy for Small Open and Emerging Economies

Fasolo, Angelo Marsiglia - 2010

This dissertation computes the optimal monetary and fiscal policy for small open and emerging economies in an estimated medium-scale model. The model departs from the conventional approach as it encompasses all the major nominal and real rigidities normally found in the literature in a single...

Persistent link: https://www.econbiz.de/10009475440

Unter welchen Bedingungen ist ein Beitritt zu einer Währungsunion optimal? : Eine Analyse stabilitätspolitischer Konsequenzen, statischer Effekte und wachstumstheoretischer Implikationen einer Osterweiterung der Europäischen Währungsunion

Baas, Timo - 2010

analyzed within a dynamic general equilibrium framework (DSGE). After a short discussion of the effects of monetary …

Persistent link: https://www.econbiz.de/10009449073

Construction and Bayesian Estimation of DSGE Models for the Euro Area

Pytlarczyk, Ernest - 2006

Persistent link: https://www.econbiz.de/10009449670

Ein Real-Business-Cycle-Modell mit Komplementarität von Haushalts- und Geschäftskapital für Deutschland und das Vereinigte Königreich

Kölbl, Ute - 2014

einem DSGE-Modell mit Haushaltsproduktion eine verbesserte Abbildung der Investitionsdynamik für Deutschland und das …

Persistent link: https://www.econbiz.de/10011303225

A Study of Bayesian Estimation and Comparison of Response Time Models in Item Response Theory

Suh, Hongwook - 2010

Response time has been regarded as an important source for investigating the relationship between human performance and response speed. It is important to examine the relationship between response time and item characteristics, especially in the perspective of the relationship between response...

Persistent link: https://www.econbiz.de/10009430905

Dynamic Demand for New and Used Durable Goods without Physical Depreciation

Ishihara, Masakazu - 2011

This thesis studies the interaction between new and used durable goods without physical depreciation. In product categories such as CDs/DVDs and video games, the competition from used goods markets has been viewed as a serious problem by producers. These products physically depreciate...

Persistent link: https://www.econbiz.de/10009455360