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Exact expectations : efficient calculation of dsge models
Gößling, Fabian - In: Computational economics 53 (2019) 3, pp. 977-990
Persistent link: https://www.econbiz.de/10012135105
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Learning and the size of the government spending multiplier
Quaghebeur, Ewoud - In: Macroeconomic dynamics 23 (2019) 8, pp. 3189-3224
Persistent link: https://www.econbiz.de/10012166159
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Generalised impulse response function as a perturbation of a global solution to DSGE models
Ajevskis, Viktors - 2019
Persistent link: https://www.econbiz.de/10012155731
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On shadow banking and financial frictions in DSGE modeling
Kirchner, Philipp - 2020
usage of dynamic stochastic general equilibrium (DSGE) models. To capture the nonlinearities of the GFC, these models were … system. We provide a structured review of the strand of literature that considers shadow banking in DSGE setups and draw …
Persistent link: https://www.econbiz.de/10012198325
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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - In: Journal of financial stability 26 (2016), pp. 216-227
Persistent link: https://www.econbiz.de/10011705507
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News shocks under financial frictions
Görtz, Christoph; Tsoukalas, John D.; Zanetti, Francesco - 2020
Persistent link: https://www.econbiz.de/10012534285
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RegGae: a toolkit for macroprudential policy with DSGEs
Castro, Eduardo Carvalho de - 2020
Persistent link: https://www.econbiz.de/10012404299
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Capital controls and financial frictions in a small open economy
Kitano, Shigeto; Takaku, Kenya - In: Open economies review 28 (2017) 4, pp. 761-793
Persistent link: https://www.econbiz.de/10011804442
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Heterogeneous rental markets in a DSGE model of the euro area
Hirsch, Patrick - 2019
the share of homeowners. This paper presents a medium scale New Keynesian DSGE model of the euro area with an extensive …
Persistent link: https://www.econbiz.de/10012314677
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Solving linear DSGE models with Newton methods
Meyer-Gohde, Alexander; Saecker, Johanna - In: Economic modelling 133 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014548144