Dynamic stochastic general equilibrium

Results: 1327



#Item
31Economy / Mathematical finance / Finance / Money / Economic equilibrium / Portfolio optimization / General equilibrium theory / Mathematical optimization / Risk premium / Financial risk / Incomplete markets / Stochastic volatility

Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

Add to Reading List

Source URL: www.hec.unil.ch

Language: English - Date: 2009-12-08 11:44:02
32Economics / Macroeconomics / Keynesian economics / Time series models / New Keynesian economics / Phillips curve / Nominal rigidity / Ricardo Reis / Greg Mankiw / Economic model / Dynamic stochastic general equilibrium / Autoregressive model

Sticky information models in Dynare

Add to Reading List

Source URL: www.suomenpankki.fi

Language: English - Date: 2013-05-06 08:35:01
33Economy / Economics / Macroeconomics / Foreign exchange market / Macroeconomic policy / Monetary policy / Public finance / Fixed exchange-rate system / Dynamic stochastic general equilibrium / Foreign-exchange reserves / Federal Reserve System / Currency intervention

Dynare Working Papers Series http://www.dynare.org/wp/ A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes

Add to Reading List

Source URL: www.dynare.org

Language: English - Date: 2012-09-26 04:22:53
34Economics / Signal processing / Statistics / Dynamic stochastic general equilibrium / Control theory / Estimation theory / Macroeconomic model / Mathematical optimization / Impulse response / Autoregressive model

Status of Partial Information Software Paul Levine University of Surrey Joseph Pearlman London Metropolitan University

Add to Reading List

Source URL: www.monfispol.eu

Language: English - Date: 2011-11-16 06:27:36
35Statistics / Statistical theory / Estimation theory / Statistical inference / Bayesian statistics / Dynamic stochastic general equilibrium / Patrick Minford / Macroeconomic model / Maximum likelihood estimation / Bayesian inference / Likelihood function / Bayes estimator

Testing DSGE models using indirect inference David Meenagh, Patrick Minford, Michael Wickens, Yongdeng Xu March 31, 2016 David Meenagh, Patrick Minford, Michael Wickens,

Add to Reading List

Source URL: www.imfs-frankfurt.de

Language: English - Date: 2016-04-13 04:20:18
36Economics / Taxation / Public finance / Economy / Macroeconomics / Tax / Ricardian equivalence / Macroeconomic model / Dynamic stochastic general equilibrium / Fiscal policy

William GBOHOUI Department of Economics Université de Montréal 3150, Rue Jean-Brillant H3T 1N8, Montreal (QC) Canada

Add to Reading List

Source URL: sceco.umontreal.ca

Language: English - Date: 2015-11-05 11:03:46
37Economy / World economy / Economic bubbles / Systemic risk / Stock market crashes / Great Recession / Electronic Arts / Dynamic stochastic general equilibrium / Financial crisis of 200708 / Austerity / Macroeconomic model / Recession

Macro Modelling: From the Financial Crisis to the Long Slump in the EA Werner Roeger (European Commission, DG ECFIN) April 2016

Add to Reading List

Source URL: www.imfs-frankfurt.de

Language: English - Date: 2016-04-06 05:47:51
38Economics / New classical macroeconomics / Macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Heterogeneity in economics / Representative agent / New Keynesian economics / Lucas critique / Microfoundations / Economic model / Rational expectations

Beyond the DSGE Straitjacket

Add to Reading List

Source URL: ftp.iza.org

Language: English - Date: 2011-04-21 10:47:30
39Economics / Macroeconomics / New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Representative agent / Calvo (staggered) contracts / Economic model / Phillips curve / Mathematical optimization / Structural estimation

Microsoft Word - WP2015-28.doc

Add to Reading List

Source URL: www.ofce.fr

Language: English - Date: 2016-04-14 08:42:44
40Economics / Paris School of Economics / Albert Marcet / University of Leuven / Dynamic stochastic general equilibrium

“Integrated Macro-Financial Modelling for Robust Policy Design” First Annual Dissemination ConferenceJune 2015, Paris PROGRAM

Add to Reading List

Source URL: www.cepremap.fr

Language: English - Date: 2015-06-22 05:35:30
UPDATE