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Analysing DSGE Models with Global Sensitivity Analysis

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  1. Wu, Qiong-Li & Cournède, Paul-Henry & Mathieu, Amélie, 2012. "An efficient computational method for global sensitivity analysis and its application to tree growth modelling," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 35-43.
  2. Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011. "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics 1125, School of Economics, University of Kent.
  3. Gersbach, Hans & Liu, Yulin & Tischhauser, Martin, 2021. "Versatile forward guidance: escaping or switching?," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  4. Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2018. "Uncertainty about QE effects when an interest rate peg is anticipated," Discussion Papers 12/2018, Deutsche Bundesbank.
  5. Allaire, Douglas & Noel, George & Willcox, Karen & Cointin, Rebecca, 2014. "Uncertainty quantification of an Aviation Environmental Toolsuite," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 14-24.
  6. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
  7. Beqiraj Elton & Di Bartolomeo Giovanni & Serpieri Carolina, 2017. "Bounded-rationality and heterogeneous agents: Long or short forecasters?," wp.comunite 00132, Department of Communication, University of Teramo.
  8. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Regional and parametric sensitivity analysis of Sobol׳ indices," Reliability Engineering and System Safety, Elsevier, vol. 137(C), pages 87-100.
  9. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016. "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 254-264.
  10. Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion, 2014. "Sensitivity analysis of an energy-economy model of the residential building sector," Working Papers hal-01016399, HAL.
  11. Benchimol, Jonathan & Fourçans, André, 2012. "Money and risk in a DSGE framework: A Bayesian application to the Eurozone," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 95-111.
  12. Lam, Nicholas N. & Docherty, Paul D. & Murray, Rua, 2022. "Practical identifiability of parametrised models: A review of benefits and limitations of various approaches," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 199(C), pages 202-216.
  13. Danilo Liberati, 2018. "An estimated DSGE model with search and matching frictions in the credit market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 11(6), pages 567-617.
  14. Minliang Yang & Kurt A. Rosentrater, 2019. "Life Cycle Assessment and Techno-Economic Analysis of Pressure Sensitive Bio-Adhesive Production," Energies, MDPI, vol. 12(23), pages 1-14, November.
  15. Jonathan Benchimol, 2015. "Money in the production function: A new Keynesian DSGE perspective," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 152-184, July.
  16. De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010. "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
  17. Acurio Vásconez, Verónica & Giraud, Gaël & Mc Isaac, Florent & Pham, Ngoc-Sang, 2015. "The effects of oil price shocks in a new-Keynesian framework with capital accumulation," Energy Policy, Elsevier, vol. 86(C), pages 844-854.
  18. Pye, Steve & Sabio, Nagore & Strachan, Neil, 2015. "An integrated systematic analysis of uncertainties in UK energy transition pathways," Energy Policy, Elsevier, vol. 87(C), pages 673-684.
  19. Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma, 2021. "The Missing Link: Monetary Policy and The Labor Share," Journal of the European Economic Association, European Economic Association, vol. 19(3), pages 1592-1620.
  20. Bletzinger, Tilman & Lalik, Magdalena, 2017. "The impact of constrained monetary policy on fiscal multipliers on output and inflation," Working Paper Series 2019, European Central Bank.
  21. Sommer, Wijbrand & Valstar, Johan & Leusbrock, Ingo & Grotenhuis, Tim & Rijnaarts, Huub, 2015. "Optimization and spatial pattern of large-scale aquifer thermal energy storage," Applied Energy, Elsevier, vol. 137(C), pages 322-337.
  22. Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2020. "Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach," Journal of Economics, Springer, vol. 130(3), pages 249-273, August.
  23. De Masi, Rosa Francesca & Festa, Valentino & Penchini, Daniele & Ruggiero, Silvia & Tariello, Francesco & Vanoli, Giuseppe Peter & Zinno, Alberto, 2024. "State of art of hydrogen utilization for building sector and set-up with preliminary experimental results of 1 kWel solid oxide fuel cell installed in a nearly zero energy house," Energy, Elsevier, vol. 302(C).
  24. Yilmazkuday, Hakan, 2014. "Gasoline prices, transport costs, and the U.S. business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 165-179.
  25. Julien Sainte-Marie & Paul-Henry Cournède, 2019. "Insights of Global Sensitivity Analysis in Biological Models with Dependent Parameters," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(1), pages 92-111, March.
  26. Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
  27. Yilmaz, Hasan Ümitcan & Kimbrough, Steven O. & van Dinther, Clemens & Keles, Dogan, 2022. "Power-to-gas: Decarbonization of the European electricity system with synthetic methane," Applied Energy, Elsevier, vol. 323(C).
  28. Moallemi, Enayat A. & Elsawah, Sondoss & Ryan, Michael J., 2020. "Strengthening ‘good’ modelling practices in robust decision support: A reporting guideline for combining multiple model-based methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 175(C), pages 3-24.
  29. Adnan Haider & Asad Jan & Kalim Hyder, 2013. "On the (Ir)Relevance of Monetary Aggregate Targeting in Pakistan: An Eclectic View," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 65-119, July-Dec.
  30. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," PSE Working Papers hal-04219920, HAL.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," Working Papers hal-04219920, HAL.
  31. Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2019. "Uncertainty quantification and global sensitivity analysis for economic models," Quantitative Economics, Econometric Society, vol. 10(1), pages 1-41, January.
  32. Ilabaca, Francisco & Milani, Fabio, 2021. "Heterogeneous expectations, indeterminacy, and postwar US business cycles," Journal of Macroeconomics, Elsevier, vol. 68(C).
  33. Ibrahim Unalmis, 2010. "Composition of the Government Spending and Behaviour of the Real Exchange Rate in a Small Open Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(1), pages 1-27.
  34. Wagener, Thorsten & Pianosi, Francesca, 2019. "What has Global Sensitivity Analysis ever done for us? A systematic review to support scientific advancement and to inform policy-making in earth system modelling," Earth Arxiv g9ma5, Center for Open Science.
  35. Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Sep 2024.
  36. Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
  37. Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
  38. Michael Saidani & Alissa Kendall & Bernard Yannou & Yann Leroy & François Cluzel, 2019. "Closing the loop on platinum from catalytic converters: Contributions from material flow analysis and circularity indicators," Post-Print hal-02094798, HAL.
  39. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
  40. Antonello, Federico & Buongiorno, Jacopo & Zio, Enrico, 2022. "A methodology to perform dynamic risk assessment using system theory and modeling and simulation: Application to nuclear batteries," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
  41. Medeiros, C.P. & Alencar, M.H. & de Almeida, A.T., 2017. "Multidimensional risk evaluation of natural gas pipelines based on a multicriteria decision model using visualization tools and statistical tests for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 268-276.
  42. Elisa Di Giuseppe & Marco D’Orazio & Guangli Du & Claudio Favi & Sébastien Lasvaux & Gianluca Maracchini & Pierryves Padey, 2020. "A Stochastic Approach to LCA of Internal Insulation Solutions for Historic Buildings," Sustainability, MDPI, vol. 12(4), pages 1-35, February.
  43. Will, A. & Bustos, J. & Bocco, M. & Gotay, J. & Lamelas, C., 2013. "On the use of niching genetic algorithms for variable selection in solar radiation estimation," Renewable Energy, Elsevier, vol. 50(C), pages 168-176.
  44. Tran, Thomas T.D. & Smith, Amanda D., 2018. "Incorporating performance-based global sensitivity and uncertainty analysis into LCOE calculations for emerging renewable energy technologies," Applied Energy, Elsevier, vol. 216(C), pages 157-171.
  45. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
  46. Chamon Wieles & Jan Kwakkel & Willem L. Auping & Jan Willem van den End, 2024. "Scenario discovery to address deep uncertainty in monetary policy," Working Papers 818, DNB.
  47. DJINKPO, Medard, 2019. "A DSGE model for Fiscal Policy Analysis in The Gambia," MPRA Paper 97874, University Library of Munich, Germany, revised 30 Dec 2019.
  48. Céline Diebold, 2022. "How Meaningful is the Elite Quality Index Ranking?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 163(1), pages 137-170, August.
  49. Zhang, Xufang & Pandey, Mahesh D., 2014. "An effective approximation for variance-based global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 164-174.
  50. Jan Matas & Jan Pospíšil, 2023. "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, vol. 19(4), pages 523-543, December.
  51. Francesca Erica Di Girolamo & Francesca Campolongo & Jan De Spiegeleer & Wim Schoutens, 2017. "Contingent conversion convertible bond: New avenue to raise bank capital," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-31, March.
  52. Hernandez-Perdomo, Elvis & Guney, Yilmaz & Rocco, Claudio M., 2019. "A reliability model for assessing corporate governance using machine learning techniques," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 220-231.
  53. Daniel W. Gladish & Ross Darnell & Peter J. Thorburn & Bhakti Haldankar, 2019. "Emulated Multivariate Global Sensitivity Analysis for Complex Computer Models Applied to Agricultural Simulators," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(1), pages 130-153, March.
  54. Andrew Binning, 2024. "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series 24/01, New Zealand Treasury.
  55. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023. "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers 0223, School of Economics, University of Surrey.
  56. Ekaterina Bulinskaya & Boris Shigida, 2021. "Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 103-121, March.
  57. Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
  58. Srinivasan, Arvind & Wu, Raphael & Heer, Philipp & Sansavini, Giovanni, 2023. "Impact of forecast uncertainty and electricity markets on the flexibility provision and economic performance of highly-decarbonized multi-energy systems," Applied Energy, Elsevier, vol. 338(C).
  59. Sankar, S. & Polimene, L. & Marin, L. & Menon, N.N. & Samuelsen, A. & Pastres, R. & Ciavatta, S., 2018. "Sensitivity of the simulated Oxygen Minimum Zone to biogeochemical processes at an oligotrophic site in the Arabian Sea," Ecological Modelling, Elsevier, vol. 372(C), pages 12-23.
  60. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.
  61. Ascione, Fabrizio & Bianco, Nicola & De Stasio, Claudio & Mauro, Gerardo Maria & Vanoli, Giuseppe Peter, 2016. "Multi-stage and multi-objective optimization for energy retrofitting a developed hospital reference building: A new approach to assess cost-optimality," Applied Energy, Elsevier, vol. 174(C), pages 37-68.
  62. Athens, Noah D. & Caers, Jef K., 2019. "A Monte Carlo-based framework for assessing the value of information and development risk in geothermal exploration," Applied Energy, Elsevier, vol. 256(C).
  63. Mastrucci, Alessio & Marvuglia, Antonino & Leopold, Ulrich & Benetto, Enrico, 2017. "Life Cycle Assessment of building stocks from urban to transnational scales: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 74(C), pages 316-332.
  64. Shields, Michael D. & Zhang, Jiaxin, 2016. "The generalization of Latin hypercube sampling," Reliability Engineering and System Safety, Elsevier, vol. 148(C), pages 96-108.
  65. Saltelli, Andrea & Campolongo, Francesca & Cariboni, Jessica, 2009. "Screening important inputs in models with strong interaction properties," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1149-1155.
  66. Wong, Chin-Yoong & Eng, Yoke-Kee & Habibullah, Muzafar Shah, 2014. "Rising China, anxious Asia? A Bayesian New Keynesian view," China Economic Review, Elsevier, vol. 28(C), pages 90-106.
  67. Niemi, Jari & Mattila, Tuomas & Seppälä, Jyri, 2024. "Rewetting on agricultural peatlands can offer cost effective greenhouse gas reduction at the national level," Land Use Policy, Elsevier, vol. 146(C).
  68. Serkov, Leonid & Krasnykh, Sergey, 2022. "Analysis of the external shocks impact on the behavior of agents with limited expectations: The case of Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 67, pages 97-120.
  69. Tatiana Baumuratova & Simona Dobre & Thierry Bastogne & Thomas Sauter, 2013. "Switch of Sensitivity Dynamics Revealed with DyGloSA Toolbox for Dynamical Global Sensitivity Analysis as an Early Warning for System's Critical Transition," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-12, December.
  70. Riggi, Marianna & Tancioni, Massimiliano, 2010. "Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1305-1324, July.
  71. Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024. "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, vol. 60(C).
  72. Hermans, Elke & Van den Bossche, Filip & Wets, Geert, 2009. "Uncertainty assessment of the road safety index," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1220-1228.
  73. Carlo Alberto Magni & Andrea Marchioni, 2022. "Performance attribution, time-weighted rate of return, and clean finite change sensitivity index," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 62-72, February.
  74. Halkos, George & Tsilika, Kyriaki, 2012. "Stability analysis in economic dynamics: A computational approach," MPRA Paper 41371, University Library of Munich, Germany.
  75. Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion, 2015. "Global sensitivity analysis of an energy-economy model of the residential building sector," Policy Papers 2015.01, FAERE - French Association of Environmental and Resource Economists.
  76. Pieter Busschaert & Annemie H. Geeraerd & Mieke Uyttendaele & Jan F. Van Impe, 2011. "Sensitivity Analysis of a Two‐Dimensional Quantitative Microbiological Risk Assessment: Keeping Variability and Uncertainty Separated," Risk Analysis, John Wiley & Sons, vol. 31(8), pages 1295-1307, August.
  77. Carta, José A. & Díaz, Santiago & Castañeda, Alberto, 2020. "A global sensitivity analysis method applied to wind farm power output estimation models," Applied Energy, Elsevier, vol. 280(C).
  78. Girard, Sylvain & Romary, Thomas & Favennec, Jean-Melaine & Stabat, Pascal & Wackernagel, Hans, 2013. "Sensitivity analysis and dimension reduction of a steam generator model for clogging diagnosis," Reliability Engineering and System Safety, Elsevier, vol. 113(C), pages 143-153.
  79. Moti Frank & Amir Harel & Uzi Orion, 2014. "Choosing the Appropriate Integration App roach in Systems Projects," Systems Engineering, John Wiley & Sons, vol. 17(2), pages 213-224, June.
  80. Garcia-Cabrejo, Oscar & Valocchi, Albert, 2014. "Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 25-36.
  81. Sankararaman, S. & Mahadevan, S., 2013. "Separating the contributions of variability and parameter uncertainty in probability distributions," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 187-199.
  82. Felix Schölderle & Gregor Götzl & Florian Einsiedl & Kai Zosseder, 2022. "Uncertainty Assessment of Corrected Bottom-Hole Temperatures Based on Monte Carlo Techniques," Energies, MDPI, vol. 15(17), pages 1-27, August.
  83. Goda, Takashi, 2019. "On the separability of multivariate functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 159(C), pages 210-219.
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