Similar Search Results

Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models

Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632

Persistent link: https://www.econbiz.de/10011610087

A comparison analysis of monetary policy effect under an open economy model

Lee, Keun-yeong - In: East Asian economic review 22 (2018) 2, pp. 141-176

Persistent link: https://www.econbiz.de/10011906323

Monetary DSGE models of two countries : set-up, estimation and forecasting performance

Gunter, Ulrich - 2010

Die vorliegende Dissertation mit dem Titel Monetary DSGE Models of Two Countries: Set-Up, Estimation, and Forecasting … USA in Form von Impuls-Antwort-Funktionen. Positive Realisierungen aller Arten von Schocks haben einen negativen Einfluss …

Persistent link: https://www.econbiz.de/10011853175

Forecasting with instabilities : an application to DSGE models with financial frictions

Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - 2019

Persistent link: https://www.econbiz.de/10012140422

Risk shocks with time-varying higher moments

Dorofeenko, Victor; Lee, Gabriel S.; Salyer, Kevin Duff; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10012198643

Fiscal policy shocks and international spillovers

Ilori, Ayobami E.; Paez-Farrell, Juan; Thoenissen, Christoph - In: European economic review : EER 141 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013348593

Essays on asset pricing and the macroeconomy

Kliem, Martin - 2009

Persistent link: https://www.econbiz.de/10003924973

Optimal monetary policy in an estimated local currency pricing model

Okano, Eiji; Eguchi, Masataka; Gunji, Hiroshi; … - 2012

Persistent link: https://www.econbiz.de/10009419586

Endogenous firm entry in an estimated model of the U.S. business cycle : conference paper

Offick, Sven; Winkler, Roland - 2013 - Preliminary and incomplete

This paper explores and quantifies the role of endogenous firm entry in amplifying and propagating shocks to the economy. To this end, we estimate two DSGE models on US data with Bayesian methods: one model with endogenous firm entry and translog preferences and one model without. Both models...

Persistent link: https://www.econbiz.de/10010341104

Optimal monetary policy in an estimated local currency pricing model

Okano, Eiji; Eguchi, Masataka; Gunji, Hiroshi; … - In: DSGE models in macroeconomics : estimation, evaluation, …, (pp. 39-79). 2012

Persistent link: https://www.econbiz.de/10009682781