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Essays on dynamics of output and prices

Korenok, Oleg - 2005

Persistent link: https://www.econbiz.de/10003905377

Fixed- and variable-rate mortgages, business cycles, and monetary policy

Rubio, Margarita - In: Journal of money, credit and banking : JMCB 43 (2011) 4, pp. 657-688

Persistent link: https://www.econbiz.de/10009238061

Macroprudential regulation in dynamic stochastic general equilibrium models

Körner, Jenny - 2017

Persistent link: https://www.econbiz.de/10012795357

Housing markets, business cycles and monetary policy

Rubio, Margarita - 2008

Persistent link: https://www.econbiz.de/10011574172

Expectation shocks and business cycles

Memon, Sonan - 2023

Persistent link: https://www.econbiz.de/10014320137

The cross-section of output and inflation in a dynamic stochastic general equilibrium model with sticky prices

Döpke, Jörg; Funke, Michael; Holly, Sean; Weber, Sebastian - 2009

that the ith changes its prices in response to a shock. In this Calvo setup the moments of the cross sectional distribution …-Keynesian macroeconomics ; DSGE ; cross-sectional distribution ; firm growth …

Persistent link: https://www.econbiz.de/10003844356

Sectoral Volatility and the Investment Channel of Monetary Policy

Ozturk, Ozgen; Walsh, Thomas - 2022

-frequency identified monetary policy shocks with these measures of idiosyncratic shock volatility. We document a novel fact: monetary … policy has dampened real effects via the investment channel when firm-level TFP shock volatility is high. Our estimates for … dampening effects of volatility are statistically and economically significant - moving from the tenth to the ninetieth …

Persistent link: https://www.econbiz.de/10013308163

The Real Effects of Money Growth in Dynamic General Equilibrium

Graham, Liam; Snower, Dennis J. - 2021

We analyse the effects of money growth within a standard New Keynesian framework and show that the interaction between staggered nominal contracts and money growth leads to a long-run trade-off between output and money growth. We explore the microeconomic mechanisms that lead to this trade-off,...

Persistent link: https://www.econbiz.de/10013319010

What VAR tell us about DSGE models?

Canova, Fabio; Pina, Joaquim P. - In: New trends in macroeconomics : with 38 tables, (pp. 89-123). 2005

Persistent link: https://www.econbiz.de/10003022227

Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models

Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86

Persistent link: https://www.econbiz.de/10012222592