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Housing, banking and the macro economy
Nilavongse, Rachatar - 2016
Persistent link: https://www.econbiz.de/10011476273
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Monetary and fiscal policy analyses in estimated DSGE models
Drygalla, Andrej - 2016
DSGE-Modelle; Geldpolitik; Fiskalpolitik; Markov-Regimewechsel; Inflationssteuerung; Wechselkurspolitik; Ölpreisschock … shock; stimulus package; Great Recession …-Regimewechsel-Modells analysiert, inwiefern sich die Geldpolitik in der Tschechischen Republik, Polen und Ungarn im Zuge des Strategiewechsels zu einer …
Persistent link: https://www.econbiz.de/10011476883
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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
Following Giraitis, Kapetanios, and Yates (2014b), this paper uses kernel methods to estimate a seven variable time-varying (TV) vector autoregressive (VAR) model on the data set constructed by Smets and Wouters (2007). We apply an indirect inference method to map from this TV VAR to time...
Persistent link: https://www.econbiz.de/10011405253
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On the expectational stability of rational expectations equilibria in news-shock DSGE models
Dombeck, Brian - In: Macroeconomic dynamics 26 (2022) 1, pp. 102-126
Persistent link: https://www.econbiz.de/10013166205
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Optimal Interest Rate Rule in a DSGE Model with Housing Market Spillovers
Tsang, Kwok Ping - 2014
This paper studies the optimal interest rate rule in a DSGE model with housing market spillovers (Iacoviello and Neri (2010)). We find that the optimal rule responds to house price inflation even when the stabilization of house price is not among the objectives of the policymaker, and that the...
Persistent link: https://www.econbiz.de/10013054447
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Financial repression and transmission of macroeconomic shocks in a DSGE model with financial frictions
Elkina, Mariia A. - 2021
Persistent link: https://www.econbiz.de/10012546374
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Financial frictions : micro vs macro volatility
Lee, Seungcheol; Luetticke, Ralph; Ravn, Morten O. - 2021
We introduce frictional financial intermediation into a HANK model. Households are subject to idiosyncratic and aggregate risk and smooth consumption through savings and consumer loans intermediated by banks. The banking friction introduces an endogenous countercyclical spread between the...
Persistent link: https://www.econbiz.de/10012705511
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Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach
Anguyo, Francis Leni; Gupta, Rangan; Kotzé, Kevin - In: Economic research 33 (2020) 1,2, pp. 1538-1561
Persistent link: https://www.econbiz.de/10013179677
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News versus surprise in structural forecasting models: central bankers’ practical perspective
Musil, Karel; Tvrz, Stanislav; Vlček, Jan - 2021
Persistent link: https://www.econbiz.de/10012792209
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The Great Moderation : inventories, shocks or monetary policy?
Förster, Marcel - 2013
This paper presents a New Keynesian DSGE model with inventory holding firms. The model distinguishes between goods and materials, for both production as well as for inventories. The more detailed treatment of inventory holdings offers new insights into the determinants of business cycles before...
Persistent link: https://www.econbiz.de/10010208560