Dynamic stochastic general equilibrium

Results: 1327



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821Monetary policy / Macroeconomic model / Inflation / Economic model / Macroeconomics / Economics / Dynamic stochastic general equilibrium

Asia: Challenges of Stability and Growth; Seoul; September 26–27, 2013

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Source URL: www.imf.org

Language: English - Date: 2013-11-13 11:25:58
822Price of petroleum / Pricing / Dynamic stochastic general equilibrium / Futures contract / Forward contract / Business / Economics / New classical macroeconomics / Commodities market

Policy Responses to Commodity Price Movements; "On the Sources and Consequences of Oil Price Fluctuations: The Role of Storage;" Istanbul; April 6-7, 2012

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Source URL: www.imf.org

Language: English - Date: 2012-04-16 16:39:01
823Econometrics / Time series analysis / Macroeconomics / Dynamic stochastic general equilibrium / Autoregressive conditional heteroskedasticity / Volatility / Stochastic volatility / Vector autoregression / Unit root / Statistics / Mathematical finance / Economics

THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2007-09-16 21:14:06
824Futurology / New classical macroeconomics / Pricing / Peak oil / Shock / Dynamic stochastic general equilibrium / Price of petroleum / Supply shock / Petroleum / Economics / Petroleum politics / Environmental economics

Conference on “Policy Responses to Commodity Price Movements”; hosted by the CBRT; Istanbul; April 6-7, 2012

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Source URL: www.imf.org

Language: English - Date: 2012-04-03 16:31:17
825Sovereign wealth fund / International Monetary Fund / Dynamic stochastic general equilibrium / Gross domestic product / Investment / Economics / Macroeconomics / International economics

Public Investment in Resource Abundant Low-Income Countries; IMF and CBRT Conference; Istanbul, Turkey; April 6-7, 2012

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Source URL: www.imf.org

Language: English - Date: 2012-04-16 12:13:51
826Economic theories / Monetary policy / New Keynesian economics / Phillips curve / Dynamic stochastic general equilibrium / Macroeconomic model / Business cycle / Keynesian economics / Economic growth / Economics / Macroeconomics / Inflation

DISCUSSION OF “NON-INFLATIONARY DEMAND DRIVEN BUSINESS CYCLES,” BY BEAUDRY AND PORTIER GIORGIO E. PRIMICERI 1. Introduction The paper by Beaudry and Portier (BP) is motivated by two stylized facts concerning

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2013-07-08 17:32:08
827New Keynesian economics / New classical macroeconomics / Unemployment / Phillips curve / Dynamic stochastic general equilibrium / Inflation / Keynesian economics / Business cycle / Real business cycle theory / Macroeconomics / Economics / Economic theories

Chapter 10 - Monetary Policy and Unemployment

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Source URL: www.crei.cat

Language: English - Date: 2012-01-25 10:00:00
828New classical macroeconomics / Economic growth / Capital / Dynamic stochastic general equilibrium / Capital accumulation / General equilibrium theory / Investment goods / Business cycle / Economics / Macroeconomics / Microeconomics

INVESTMENT SHOCKS AND THE RELATIVE PRICE OF INVESTMENT ALEJANDRO JUSTINIANO, GIORGIO E. PRIMICERI, AND ANDREA TAMBALOTTI Abstract. We estimate a New-Neoclassical Synthesis business cycle model with two investment shocks.

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2010-08-24 06:20:47
829New classical macroeconomics / Economic theories / Dynamic stochastic general equilibrium / Potential output / Keynesian economics / General equilibrium theory / Supply and demand / Labour economics / Business cycle / Economics / Macroeconomics / New Keynesian economics

POTENTIAL AND NATURAL OUTPUT ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We estimate a DSGE model with imperfectly competitive products and labor markets, and sticky prices and wages. We use the model to back

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2012-10-07 20:36:01
830Economic growth / Environmental economics / Foreign direct investment / Dutch disease / The Economist / Resource / Dynamic stochastic general equilibrium / Productivity / Peak oil / Economics / Macroeconomics / International economics

Policy Responses to Commodity Price Movements; Discussion on ‘Public Investment in Resource-Abundant Low Income Countries’; Gulcin Ozkan; University of York; 06 April 2012

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Source URL: www.imf.org

Language: English - Date: 2012-04-25 09:53:24
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