Academic literature on the topic 'DGE Model'

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Dissertations / Theses on the topic "DGE Model"

1

Průchová, Anna. "Makroekonomická analýza pomocí DSGE modelů." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124606.

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Dynamic stochastic general equilibrium models are derived from microeconomic principles and they retain the hypothesis of rational expectations under policy changes. Thus they are resistant to the Lucas critique. The DSGE model has become associated with new Keynesian thinking. The basic New Keynesian model is studied in this thesis. The three equations of this model are dynamic IS curve, Phillips-curve and monetary policy rule. Blanchard and Kahn's approach is introduced as the solution strategy for linearized model. Two methods for evaluating DSGE models are presented -- calibration and Baye
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Sjöberg, Johan. "Optimal Control and Model Reduction of Nonlinear DAE Models." Doctoral thesis, Linköpings universitet, Reglerteknik, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11345.

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In this thesis, different topics for models that consist of both differential and algebraic equations are studied. The interest in such models, denoted DAE models, have increased substantially during the last years. One of the major reasons is that several modern object-oriented modeling tools used to model large physical systems yield models in this form. The DAE models will, at least locally, be assumed to be described by a decoupled set of ordinary differential equations and purely algebraic equations. In theory, this assumption is not very restrictive because index reduction techniques can
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3

Gendron, Debbie. "Model stability under a policy shift : are DSGE models really structural?" Thesis, Université Laval, 2007. http://www.theses.ulaval.ca/2007/24214/24214.pdf.

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PACCAGNINI, ALESSIA. "Model validation in the DSGE approach." Doctoral thesis, Universita' Bocconi Milano, 2009. http://hdl.handle.net/10281/13792.

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The purpose of this thesis is to discuss the introduction and the implementation of the idea of model validation, especially in the use of Dynamic Stochastic General Equilibrium (DSGE) models. In this discussion, the mixture models are presented as the recent econometrics tool used in model validation. Two examples of DSGE models are illustrated in order to introduce two problems: omitted variables within the statistical identification problem and the finite-order representation by a Vector Autoregressive (VAR) of a DSGE model. The paper concludes the review considering some pointers for the
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Sjöberg, Johan. "Optimal control and model reduction of nonlinear DAE models /." Linköping : Department of Electrical Engineering, Linköping University, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11345.

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6

Zhu, Chuanqi. "Essays on macroeconometrics." Thesis, Boston College, 2013. http://hdl.handle.net/2345/bc-ir:104398.

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Thesis advisor: Zhijie Xiao<br>This dissertation contains three chapters in theoretical Macroeconometrics and applied Macroeconometrics. This first chapter addresses the issues related to the estimation, testing and computation of ordered structural breaks in multivariate linear regressions. Unlike common breaks, ordered structural breaks are those breaks that are related across equations but not necessarily occurring at the same dates. A likelihood ratio test assuming normal errors is proposed in this chapter in order to detect the ordered structural breaks in multivariate linear regressions.
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7

Ornellas, Raphael da Silva. "Interação entre as autoridades fiscal e monetária no Brasil." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2011. http://hdl.handle.net/10183/35594.

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O objetivo deste trabalho é estudar a interação entre as autoridades fiscal e monetária no Brasil, de forma a mensurar o nível de dominância fiscal existente na economia brasileira. Para alcançar este objetivo, utiliza-se um modelo de equilíbrio geral dinâmico e estocástico desenvolvido para uma economia com rigidez de preços e com tendência inflacionária, cujos parâmetros de interesses são estimados por inferência bayesiana. Conclui-se que o nível de dominância fiscal na economia brasileira é baixa, em patamar comparado ao da economia norte-americana e canadense. Este resultado tem impacto di
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Gómez, Sánchez Pilar. "Analyzing the parallel applications’ I/O behavior impact on HPC systems." Doctoral thesis, Universitat Autònoma de Barcelona, 2018. http://hdl.handle.net/10803/586177.

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Donat que el volum de dades generat per les aplicacions científiques creix i la pressió sobre el sistema d’E/S dels sistemes HPC també augmenta, es proposa un model de comportament d’E/S per les aplicacions cientifiques paral.leles de pas de missatges MPI (Message Passing Interface) amb l’objectiu d’analitzar l’impacte de les aplicacions en el sistema d’E/S. Analitzar les aplicacions les aplicacions paral.leles MPI a nivell POSIX-IO permet observar com es tracten les dades de l’aplicació en aquest nivell. En aquest treball de recerca es presenta: la definició del model PIOM-PX. la metodol
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9

Taveira, Marília Angelo. "Análise do papel da política macroprudencial e sua inserção em um modelo DSGE." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/10458.

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Submitted by Marilia Taveira (marilia.taveira@gmail.com) on 2012-11-06T15:02:22Z No. of bitstreams: 1 Dissertação_Marilia_Final_PosDefesa.pdf: 823265 bytes, checksum: 5a33364964aaba850db6b89019c42d01 (MD5)<br>Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2012-11-06T15:06:12Z (GMT) No. of bitstreams: 1 Dissertação_Marilia_Final_PosDefesa.pdf: 823265 bytes, checksum: 5a33364964aaba850db6b89019c42d01 (MD5)<br>Made available in DSpace on 2013-02-04T13:08:59Z (GMT). No. of bitstreams: 1 Dissertação_Marilia_Final_PosDefesa.pdf: 823265 bytes, checksum: 5a33364964aaba850d
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Štork, Zbyněk. "Term Structure of Interest Rates: Macro-Finance Approach." Doctoral thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-125158.

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Thesis focus on derivation of macro-finance model for analysis of yield curve and its dynamics using macroeconomic factors. Underlying model is based on basic Dynamic Stochastic General Equilibrium DSGE approach that stems from Real Business Cycle theory and New Keynesian Macroeconomics. The model includes four main building blocks: households, firms, government and central bank. Log-linearized solution of the model serves as an input for derivation of yield curve and its main determinants -- pricing kernel, price of risk and affine term structure of interest rates -- based on no-arbitrage ass
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