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Introduction à la modélisation de type Modèle d'Equilibre Général Dynamique Stochastique avec friction (MEGDS)
[Introduction to Dynamic Stochastic General Equilibrium Modeling with friction (DSGE)]

Author

Listed:
  • Andrianady, Josué R.
  • Rajaonarison, Njakanasandratra R.

Abstract

The objective of this working paper is to provide an introduction to the Dynamic Stochastic General Equilibrium Model with Friction (DSGE). A simple model that is based on theoretical achievements from the literature. The model is composed of three (3) agents who meet on the market and the economy is assumed to be open, i.e. having relations with the rest of the world.

Suggested Citation

  • Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Introduction à la modélisation de type Modèle d'Equilibre Général Dynamique Stochastique avec friction (MEGDS) [Introduction to Dynamic Stochastic General Equilibrium Modeling with friction (DSGE)]," MPRA Paper 116642, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:116642
    as

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    References listed on IDEAS

    as
    1. Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
    2. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    DSGE; dynamic stochastic general equilibrium model; friction;
    All these keywords.

    JEL classification:

    • A10 - General Economics and Teaching - - General Economics - - - General
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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