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Financial Frictions in Data : Evidence and Impact

Taheri Sanjani, Marzie - 2015

cycle and the credit market. A Bayesian estimation technique is used to estimate a large Vector Auto regression and New …

Persistent link: https://www.econbiz.de/10013028667

Financial Frictions in Data : Evidence and Impact

Taheri Sanjani, Marzie - 2014

cycle and the credit market. A Bayesian estimation technique is used to estimate a large Vector Autoregression and New …

Persistent link: https://www.econbiz.de/10014411855

Stock prices and monetary policy shocks : a general equilibrium approach

Challe, Edouard; Giannitsarou, Chryssi - In: Journal of economic dynamics & control 40 (2014), pp. 46-66

Persistent link: https://www.econbiz.de/10010424449

Financial frictions and macroeconomic models : a tour d'horizon

Chadha, Jagjit - In: European journal of economics and economic policies : … 11 (2014) 1, pp. 80-98

Persistent link: https://www.econbiz.de/10010511571

Whither liquidity shocks? : mplications for R* and monetary policy

Massari, Giorgio; Portoghese, Luca; Tirelli, Patrizio - 2024

Persistent link: https://www.econbiz.de/10014514088

Endogenous forward guidance

Chafwehé, Boris; Oikonomou, Rigas; Priftis, Romanos; … - 2018

positive at the onset of the episode, through promising higher inflation rates in future periods. We embed our theory into a …

Persistent link: https://www.econbiz.de/10011920684

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

Assessing the impacts of non-Ricardian households in an estimated New Keynesian DSGE model

Marto, Ricardo - In: Swiss journal of economics and statistics 150 (2014) 4, pp. 353-398

A New Keynesian DSGE model with non-Ricardian households is estimated and tested for the Portuguese economy The share of non-Ricardian households is estimated to be 58%. This relatively high value conforms to estimates for the US economy (50%), but is higher than for other European countries...

Persistent link: https://www.econbiz.de/10010485079

Does inattentiveness matter for DSGE modelling? : an empirical investigation

Chou, Jenyu; Easaw, Joshy Z.; Minford, Patrick - 2021

assuming inattentiveness- namely sticky information and imperfect information data revision. Using a Bayesian estimation …

Persistent link: https://www.econbiz.de/10013177225

The St. Louis Fed DSGE model

Faria e Castro, Miguel - 2024

Persistent link: https://www.econbiz.de/10014557834