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On DSGE Models
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Cited by:
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Federico Di Pace & Matthias Hertweck, 2019.
"Labor Market Frictions, Monetary Policy, and Durable Goods,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 274-304, April.
- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy, and Durable Goods," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62052, Verein für Socialpolitik / German Economic Association.
- Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Dynare Working Papers 20, CEPREMAP.
- Di Pace, Frederico & Hertweck, Matthias, 2016. "Labour market frictions, monetary policy and durable goods," Bank of England working papers 623, Bank of England.
- Richters, Oliver, 2021.
"Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 846-866.
- Oliver Richters, 2020. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Working Papers V-429-20, University of Oldenburg, Department of Economics, revised Mar 2020.
- Oliver Richters, 2021. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Papers 2106.00483, arXiv.org, revised Jun 2021.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020.
"Forecasting with Second-Order Approximations and Markov-Switching DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018. "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers 201862, University of Pretoria, Department of Economics.
- Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018. "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series 2018-10, School of Economics, University of Cape Town.
- John Foster, 2021.
"The US consumption function: a new perspective,"
Journal of Evolutionary Economics, Springer, vol. 31(3), pages 773-798, July.
- Foster, John, 2018. "The Consumption Function: A New Perspective," MPRA Paper 84383, University Library of Munich, Germany.
- John Foster, 2019. "The Us Consumption Function: A New Perspective," Discussion Papers Series 606, School of Economics, University of Queensland, Australia.
- Leon Podkaminer, 2021. "Dynamic Stochastic General Equilibrium: macroeconomics at a dead end," Bank i Kredyt, Narodowy Bank Polski, vol. 52(2), pages 97-122.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022.
"The fall in shadow banking and the slow U.S. recovery,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Patrick Feve, 2019. "Shadow Banking and the Great Recession," 2019 Meeting Papers 199, Society for Economic Dynamics.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
- Roshen Fernando, 2020. "Global impact of loss of confidence in Asian emerging markets," The World Economy, Wiley Blackwell, vol. 43(7), pages 1907-1927, July.
- Federico Morelli & Michael Benzaquen & Marco Tarzia & Jean-Philippe Bouchaud, 2020. "Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model," Post-Print hal-02323098, HAL.
- Nurdaulet Abilov, 2020. "An Estimated Bayesian DSGE Model for Kazakhstan," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 8(1), pages 30-54, March.
- Albonico, Alice & Tirelli, Patrizio, 2020. "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, vol. 93(C), pages 13-26.
- Daisuke Fujii & Taisuke Nakata, 2021.
"COVID-19 and output in Japan,"
The Japanese Economic Review, Springer, vol. 72(4), pages 609-650, October.
- FUJII Daisuke & NAKATA Taisuke, 2021. "Covid-19 and Output in Japan," Discussion papers 21004, Research Institute of Economy, Trade and Industry (RIETI).
- Daisuke Fujii & Taisuke Nakata, 2021. "Covid-19 and Output in Japan," CARF F-Series CARF-F-505, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ferry Syarifuddin & Toni Bakhtiar, 2022. "The Macroeconomic Effects of an Interest-Bearing CBDC: A DSGE Model," Mathematics, MDPI, vol. 10(10), pages 1-33, May.
- Andrew Clark & Alexander Mihailov & Michael Zargham, 2024.
"Complex Systems Modeling of Community Inclusion Currencies,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1259-1294, August.
- Andrew Clark & Alexander Mihailov & Michael Zargham, 2021. "Complex Systems Modeling of Community Inclusion Currencies," Economics Discussion Papers em-dp2021-06, Department of Economics, University of Reading.
- Clark, Andrew & Mihailov, Alexander & Zargham, Michael, 2022. "Complex Systems Modeling of Community Inclusion Currencies," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 8664, WU Vienna University of Economics and Business.
- Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019. "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 152-163.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Jáchym Novotný, 2023. "Fundamental Uncertainty in Model Predictions: Analysis of Modern Macroeconomic Models from the Perspective of Friedman's Instrumentalism," E-LOGOS, Prague University of Economics and Business, vol. 2023(1), pages 15-36.
- Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco & Alleva, Giorgio & Di Dio, Fabio & Liseo, Brunero, 2020. "A stochastic estimated version of the Italian dynamic General Equilibrium Model," Economic Modelling, Elsevier, vol. 92(C), pages 339-357.
- Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
- Varthalitis, Petros, 2019. "Fiscal multipliers in Ireland using FIR-GEM model," Papers WP636, Economic and Social Research Institute (ESRI).
- Rodríguez, Aldo, 2020. "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers 52, CEPREMAP.
- Victor Olkhov, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
Papers
2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," MPRA Paper 110893, University Library of Munich, Germany.
- Martin Guzman & Joseph E Stiglitz, 2020.
"Towards a dynamic disequilibrium theory with randomness,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 36(3), pages 621-674.
- Martin M. Guzman & Joseph E. Stiglitz, 2020. "Towards a Dynamic Disequilibrium Theory with Randomness," NBER Working Papers 27453, National Bureau of Economic Research, Inc.
- Thijs Van Rens & Marija Vukotić, 2023.
"Delayed Adjustment and Persistence in Macroeconomic Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1325-1356, September.
- van Rens, Thijs & Vukotic, Marija, 2020. "Delayed Adjustment and Persistence in Macroeconomic Models," The Warwick Economics Research Paper Series (TWERPS) 1245, University of Warwick, Department of Economics.
- Bruno Coric & Blanka Peric Skrabic, 2020. "Income Tax Evasion: Recovery from Economic Disasters," CERGE-EI Working Papers wp676, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Thomas Drechsel, 2023.
"Earnings-Based Borrowing Constraints and Macroeconomic Fluctuations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(2), pages 1-34, April.
- Thomas Drechsel, 2018. "Earnings-Based Borrowing Constraints and Macroeconomic Fluctuations," 2018 Papers pdr141, Job Market Papers.
- Drechsel, Thomas, 2022. "Earnings-Based Borrowing Constraints and Macroeconomic Fluctuations," CEPR Discussion Papers 16975, C.E.P.R. Discussion Papers.
- William Gatt & Noel Rapa & Luca Brugnolini, 2020. "MEDSEA-FIN A DSGE model of the Maltese economy with housing and financial frictions," CBM Working Papers WP/04/2020, Central Bank of Malta.
- Baldoni, Edoardo & Coderoni, Silvia & D'Orazio, Marco & Di Giuseppe, Elisa & Esposti, Roberto, 2019. "The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology," Energy Policy, Elsevier, vol. 129(C), pages 1207-1219.
- Emmet Hall-Hoffarth, 2022. "Causal Discovery of Macroeconomic State-Space Models," Papers 2204.02374, arXiv.org.
- Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018. "An Endogenous Mechanism of Business Cycles," Papers 1803.05002, arXiv.org, revised Sep 2019.
- Aminu, Nasir, 2019. "Energy prices volatility and the United Kingdom: Evidence from a dynamic stochastic general equilibrium model," Energy, Elsevier, vol. 172(C), pages 487-497.
- Ayesha Zehra & Amena Urooj, 2022. "A Bibliometric Analysis of the Developments and Research Frontiers of Agent-Based Modelling in Economics," Economies, MDPI, vol. 10(7), pages 1-13, July.
- Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2019. "New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model," Economics and Business, Sciendo, vol. 33(1), pages 152-169, January.
- Matthias Burgert & Werner Roeger & Janos Varga & Jan in 't Veld & Lukas Vogel, 2020. "A Global Economy Version of QUEST: Simulation Properties," European Economy - Discussion Papers 126, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Paola Mariell Brens Ortega, 2020. "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo 18253, The Latin American and Caribbean Economic Association (LACEA).
- Varthalitis, Petros, 2019.
"FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland,"
Papers
WP620, Economic and Social Research Institute (ESRI).
- Varthalitis, Petros, 2019. "FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland," MPRA Paper 93059, University Library of Munich, Germany.
- Karl Naumann-Woleske & Michael Benzaquen & Maxim Gusev & Dimitri Kroujiline, 2021. "Capital Demand Driven Business Cycles: Mechanism and Effects," Papers 2110.00360, arXiv.org, revised Sep 2022.
- Dia, Enzo & Bartolomeo, Giovanni Di, 2019. "Macroeconomics, rationality, and institutions," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 46-49.
- Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Francisco Louçã & Alexandre Abreu & Gonçalo Pessa Costa, 2021. "Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions [Forward guidance without common knowledge]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 273-296.
- Hafner, Sarah & Anger-Kraavi, Annela & Monasterolo, Irene & Jones, Aled, 2020. "Emergence of New Economics Energy Transition Models: A Review," Ecological Economics, Elsevier, vol. 177(C).
- Naohisa Hirakata & Kazutoshi Kan & Akihiro Kanafuji & Yosuke Kido & Yui Kishaba & Tomonori Murakoshi & Takeshi Shinohara, 2019. "The Quarterly Japanese Economic Model (Q-JEM): 2019 version," Bank of Japan Working Paper Series 19-E-7, Bank of Japan.
- Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
- Hu, Zhining, 2022. "Six types of government policies and housing prices in China," Economic Modelling, Elsevier, vol. 108(C).
- Ding Dong & Zheng Liu & Pengfei Wang, 2021. "Turbulent Business Cycles," Working Paper Series 2021-22, Federal Reserve Bank of San Francisco.
- Takanobu Mizuta & Isao Yagi & Kosei Takashima, 2022. "Instability of financial markets by optimizing investment strategies investigated by an agent-based model," Papers 2202.00831, arXiv.org.
- Marta Boczoń & Jean-François Richard, 2020. "Balanced Growth Approach to Tracking Recessions," Econometrics, MDPI, vol. 8(2), pages 1-35, April.
- McAdam, Peter & Warne, Anders, 2019.
"Euro area real-time density forecasting with financial or labor market frictions,"
International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
- McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
- Waheed, Farah & Abdul Rashid,, 2021. "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
- Christiano, Lawrence, 2022. "Financial frictions in macroeconomics," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe, 2021. "Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 203-226.
- Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.