Dynamic stochastic general equilibrium

Results: 1327



#Item
81Dynamic stochastic general equilibrium / Economics

Luigi Bocola July 2014 Federal Reserve Bank of Minneapolis Office:

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Source URL: www.minneapolisfed.org

Language: English - Date: 2015-01-05 12:19:47
82Dynamic stochastic general equilibrium / Macroeconomic model / Econometrics / Mathematical economics / Time series / Economic model / General equilibrium theory / Statistics / Jacques Drèze / Macroeconomics / Economics / Information

UNIVERSITY OF STELLENBOSCH Department of Economics ADVANCED ECONOMETRICS 872: TIME SERIES ECONOMETRICS

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Source URL: www.ekon.sun.ac.za

Language: English - Date: 2013-07-25 05:29:02
83Economics / Stochastic processes / Interest rates / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Economic model / General equilibrium theory / Vasicek model / Statistics / Macroeconomics / Mathematical finance

Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer

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Source URL: www.oposch.com

Language: English - Date: 2014-10-08 05:31:27
84Fiscal multiplier / Dynamic stochastic general equilibrium / New Keynesian economics / Keynesian economics / Real versus nominal value / Macroeconomic model / Recession / JEL classification codes / Fiscal policy / Macroeconomics / Economics / Multiplier

Clearing Up the Fiscal Multiplier Morass∗ Eric M. Leeper† Nora Traum‡ Todd B. Walker§

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Source URL: pages.iu.edu

Language: English - Date: 2011-09-11 17:01:43
85Banking / Macroprudential policy / Systemic risk / Monetary policy / Dynamic stochastic general equilibrium / Open economy / Inflation / Financial crisis / Gross domestic product / Economics / Macroeconomics / Monetary economics

Monetary and macroprudential policy mix: An institution-design approach

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Source URL: www.bis.org

Language: English - Date: 2015-01-20 09:42:00
86Economic bubbles / Financial crises / Business cycle / Dynamic stochastic general equilibrium / Financial accelerator / Late-2000s financial crisis / Financial crisis / Flight-to-quality / Finance / Economics / Macroeconomics / New Keynesian economics

Taking Financial Frictions to the Data∗ Hyunduk Suh† Todd B. Walker‡ September 2014

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Source URL: pages.iu.edu

Language: English - Date: 2014-09-10 00:31:02
87Systems theory / Control theory / Equations / Dynamic programming / Optimal control / Macroeconomic model / Bellman equation / Dynamic stochastic general equilibrium / Stochastic / Mathematical optimization / Macroeconomics / Operations research

Dynamic optimization: Continuous-time DSGE Olaf Posch () Summer course 2010 Course objective. This course provides a toolbox for solving continuous-time dynamic optimization problems in (stochastic) econ

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Source URL: www.oposch.com

Language: English - Date: 2010-10-15 09:17:12
88Economic bubbles / New classical macroeconomics / United States housing bubble / Dynamic stochastic general equilibrium / Real business cycle theory / Real estate bubble / Macroeconomic model / Stock market bubble / Inflation / Macroeconomics / Economics / Business cycle

A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles∗ Jianjun Miao†, Pengfei Wang‡, and Zhiwei Xu§ May 13, 2015 Abstract

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Source URL: www.qeconomics.org

Language: English - Date: 2015-07-10 14:34:52
89New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic policy / Macroeconomic model / Economic theories / Economic model / Monetary policy / Inflation / General equilibrium theory / Macroeconomics / Economics / New classical macroeconomics

Bringing policy models to practice: issues and challenges

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Source URL: www.bis.org

Language: English - Date: 2015-02-06 09:47:00
90Economic bubbles / New classical macroeconomics / United States housing bubble / Dynamic stochastic general equilibrium / Real business cycle theory / Real estate bubble / Macroeconomic model / Stock market bubble / Inflation / Macroeconomics / Economics / Business cycle

A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles∗ Jianjun Miao†, Pengfei Wang‡, and Zhiwei Xu§ May 13, 2015 Abstract

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Source URL: qeconomics.org

Language: English - Date: 2015-07-10 14:34:52
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