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DSGE Models for Monetary Policy Analysis

Christiano, Lawrence J.; Trabandt, Mathias; Walentin, Karl - In: Handbook of Monetary Economics

Monetary DSGE models are widely used because they fit the data well and they can be used to address important monetary policy questions. We provide a selective review of these developments. Policy analysis with DSGE models requires using data to assign numerical values to model parameters. The...

Persistent link: https://www.econbiz.de/10009002673

REMARKS ON POTENTIAL GDP ESTIMATION IN ROMANIA

Andrei, Ana-Michaela; Oprescu, Gheorghe; Roman, Mihai; … - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 245-252

This paper is focused on potential GDP and output gap estimation in Romania using a univariate method – HP filter and a multivariate method – production function method that are applied on annual time series covering years 1990-2008. The production function we use is Cobb-Douglas with...

Persistent link: https://www.econbiz.de/10008675930

Investigating potential output using the Hodrick-Prescott filter: an application for Malta

Grech, Aaron George - Volkswirtschaftliche Fakultät, … - 2014

and a constant inflation rate. The output level thereby achieved is called „potential output‟. Knowing the extent of the …

Persistent link: https://www.econbiz.de/10011113642

An estimation of inflation threshold for Africa

Kelikume, Ikechukwu - In: International journal of management, economics and … 7 (2018) 4, pp. 283-300

The objective of this study was to shed new light on the non-linear effects of inflation and the inflation thresholds … countries in order to see if there are any differences in the empirical linkage between inflation and long-term growth. For the … full sample of African countries, the empirical evidence showed that inflation hampered growth if it exceeds 11.1 percent …

Persistent link: https://www.econbiz.de/10011956540

An estimation of inflation threshold for Africa

Kelikume, Ikechukwu - In: International Journal of Management, Economics and … 7 (2018) 4, pp. 283-300

Persistent link: https://www.econbiz.de/10011971470

Japan's deflation : the role of wage costs

Urasawa, Satoshi - In: Applied economics letters 21 (2014) 10/12, pp. 742-746

Persistent link: https://www.econbiz.de/10010416317

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International journal of computational economics and … 4 (2014) 3/4, pp. 320-338

Persistent link: https://www.econbiz.de/10010496417

Asymmetric size-dependent effects of the output gap on inflation : US evidence from the last half a century

Valadkhani, Abbas - In: Applied economics 47 (2015) 31/33, pp. 3525-3539

Persistent link: https://www.econbiz.de/10011293515

A Markov-switching model of inflation in Bolivia

Bojanic, Antonio - In: Economies : open access journal 9 (2021) 1/37, pp. 1-18

The Bolivian inflation process is analyzed utilizing a time-varying univariate and multivariate Markov-switching model … (TMS). With monthly data and, beginning in the late 1930s, inflation is accurately described by a univariate TMS. The … intercept for the high-inflation regime is significantly higher than for the low-inflation regime and the actual inflation rate …

Persistent link: https://www.econbiz.de/10012485160

Estimating the output gap for Saudi Arabia

Alkhareif, Ryadh M.; Barnett, William A.; Alsadoun, Nayef A. - In: International journal of economics and finance 9 (2017) 3, pp. 81-90

Persistent link: https://www.econbiz.de/10011642224