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Journal articles on the topic 'Dynamic genaral equilibrium models'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Evstigneev, Igor, and Michael Taksar. "Dynamic interaction models of economic equilibrium." Journal of Economic Dynamics and Control 33, no. 1 (2009): 166–82. http://dx.doi.org/10.1016/j.jedc.2008.04.011.

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2

FENG, ZHIGANG, JIANJUN MIAO, ADRIAN PERALTA-ALVA, and MANUEL S. SANTOS. "NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS." International Economic Review 55, no. 1 (2014): 83–110. http://dx.doi.org/10.1111/iere.12042.

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3

Fernández-Villaverde, Jesús, Pablo Guerrón-Quintana, and Juan F. Rubio-Ramírez. "Estimating dynamic equilibrium models with stochastic volatility." Journal of Econometrics 185, no. 1 (2015): 216–29. http://dx.doi.org/10.1016/j.jeconom.2014.08.010.

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4

Ruge-Murcia, Francisco J. "Methods to estimate dynamic stochastic general equilibrium models." Journal of Economic Dynamics and Control 31, no. 8 (2007): 2599–636. http://dx.doi.org/10.1016/j.jedc.2006.09.005.

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5

Finnoff, David, and John Tschirhart. "Linking dynamic economic and ecological general equilibrium models." Resource and Energy Economics 30, no. 2 (2008): 91–114. http://dx.doi.org/10.1016/j.reseneeco.2007.08.005.

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6

Mannering, Fred L., Sameer A. Abu-Eisheh, and Audur T. Arnadottir. "Dynamic Traffic Equilibrium with Discrete/Continuous Econometric Models." Transportation Science 24, no. 2 (1990): 105–16. http://dx.doi.org/10.1287/trsc.24.2.105.

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7

Honkonen, Juha, M. V. Komarova, and M. Yu Nalimov. "Large-order asymptotes for dynamic models near equilibrium." Nuclear Physics B 707, no. 3 (2005): 493–508. http://dx.doi.org/10.1016/j.nuclphysb.2004.11.016.

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8

Escobar, Juan F. "Equilibrium analysis of dynamic models of imperfect competition." International Journal of Industrial Organization 31, no. 1 (2013): 92–101. http://dx.doi.org/10.1016/j.ijindorg.2012.10.005.

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9

Posch, Olaf, and Timo Trimborn. "Numerical solution of dynamic equilibrium models under Poisson uncertainty." Journal of Economic Dynamics and Control 37, no. 12 (2013): 2602–22. http://dx.doi.org/10.1016/j.jedc.2013.07.001.

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10

Rajasekaran, S., and G. A. Vijayalakshmi Pai. "Recurrent neural dynamic models for equilibrium and eigenvalue problems." Mathematical and Computer Modelling 35, no. 1-2 (2002): 229–40. http://dx.doi.org/10.1016/s0895-7177(01)00161-3.

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11

Frame, David E. "Equilibrium and migration in dynamic models of housing markets." Journal of Urban Economics 55, no. 1 (2004): 93–112. http://dx.doi.org/10.1016/j.jue.2003.07.002.

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12

Han, S., and B. G. Heydecker. "Consistent objectives and solution of dynamic user equilibrium models." Transportation Research Part B: Methodological 40, no. 1 (2006): 16–34. http://dx.doi.org/10.1016/j.trb.2005.01.002.

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13

Pérez, Gabriel. "Critical behaviour of dynamic analogues of equilibrium lattice models." Journal of Physics: Conference Series 23 (January 1, 2005): 135–48. http://dx.doi.org/10.1088/1742-6596/23/1/016.

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14

Letendre, Marc-Andre. "Effect of restricting asset trade in dynamic equilibrium models." Pacific Economic Review 9, no. 1 (2004): 13–28. http://dx.doi.org/10.1111/j.1468-0106.2004.00234.x.

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15

Gruzdev, Arseniy P., Nikolai B. Melnikov, Michael G. Dalton, Matthias Weitzel, and Brian C. O’Neill. "Parallel parameter optimization algorithm in dynamic general equilibrium models." IFAC-PapersOnLine 51, no. 32 (2018): 562–67. http://dx.doi.org/10.1016/j.ifacol.2018.11.482.

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16

Ruge-Murcia, Francisco. "Estimating nonlinear dynamic equilibrium models by matching impulse responses." Economics Letters 197 (December 2020): 109624. http://dx.doi.org/10.1016/j.econlet.2020.109624.

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17

Yang, Yuan, and Lu Wang. "An auxiliary particle filter for nonlinear dynamic equilibrium models." Economics Letters 144 (July 2016): 112–14. http://dx.doi.org/10.1016/j.econlet.2016.04.020.

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18

Ponton, J. W., and P. J. Gawthrop. "Systematic construction of dynamic models for phase equilibrium processes." Computers & Chemical Engineering 15, no. 12 (1991): 803–8. http://dx.doi.org/10.1016/0098-1354(91)80026-r.

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19

Fernández-Villaverde, Jesús, and Juan Francisco Rubio-Ramı́rez. "Comparing dynamic equilibrium models to data: a Bayesian approach." Journal of Econometrics 123, no. 1 (2004): 153–87. http://dx.doi.org/10.1016/j.jeconom.2003.10.031.

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20

Wright, Randall D. "Market structure and competitive equilibrium in dynamic economic models." Journal of Economic Theory 41, no. 1 (1987): 189–201. http://dx.doi.org/10.1016/0022-0531(87)90013-5.

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21

Hari Rao, V. Sree, and P. Raja Sekhara Rao. "Stability analysis of resource-consumer dynamic models." ANZIAM Journal 47, no. 3 (2006): 413–38. http://dx.doi.org/10.1017/s1446181100009925.

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AbstractA nutrient-consumer model involving a distributed delay in material recycling and a discrete delay in growth response has been analysed. Various easily verifiable sets of sufficient conditions for global asymptotic stability of the positive equilibrium solution of the model equations have been obtained and the length of the delay in each case has been estimated.

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22

Ivashchenko, Sergey. "Dynamic Stochastic General Equilibrium (DSGE) Models. Errors of Numerical Methods." Higher School of Economics Economic Journal 22, no. 3 (2018): 448–59. http://dx.doi.org/10.17323/1813-8691-2018-22-3-448-459.

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23

GERSHUN, NATALIA, and SHARON G. HARRISON. "ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY." Macroeconomic Dynamics 12, no. 1 (2007): 50–71. http://dx.doi.org/10.1017/s1365100507060373.

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We explore asset pricing in the context of the one-sector Benhabib-Farmer-Guo (BFG) model with increasing returns to scale in production and compare our results with financial implications of the standard dynamic stochastic general equilibrium (DSGE) model. Our main goal is to determine the effects of local indeterminacy and the presence of sunspot shocks on asset pricing. We find that the BFG model does not adequately represent key stylized facts of U.S. capital markets and does not improve on the asset-pricing results obtained in the standard DSGE model.

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24

BHATTACHARJEE, ARNAB, and CHRISTOPH THOENISSEN. "MONEY AND MONETARY POLICY IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS." Manchester School 75, s1 (2007): 88–122. http://dx.doi.org/10.1111/j.1467-9957.2007.01039.x.

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25

Diebold, Francis X., Lee E. Ohanian, and Jeremy Berkowitz. "Dynamic Equilibrium Economies : A Framework for Comparing Models and Data." Finance and Economics Discussion Series 1997, no. 23 (1997): 1–32. http://dx.doi.org/10.17016/feds.1997.23.

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26

Guerron-Quintana, Pablo, Atsushi Inoue, and Lutz Kilian. "Frequentist inference in weakly identified dynamic stochastic general equilibrium models." Quantitative Economics 4, no. 2 (2013): 197–229. http://dx.doi.org/10.3982/qe306.

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27

Foerster, Andrew, Juan F. Rubio-Ramírez, Daniel F. Waggoner, and Tao Zha. "Perturbation methods for Markov-switching dynamic stochastic general equilibrium models." Quantitative Economics 7, no. 2 (2016): 637–69. http://dx.doi.org/10.3982/qe596.

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28

Celebi, Caglayan, and E. H. Chimowitz. "Analytic reduced-order dynamic models for large equilibrium staged cascades." AIChE Journal 31, no. 12 (1985): 2039–51. http://dx.doi.org/10.1002/aic.690311213.

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29

Diebold, Francis X., Lee L. Ohanian, and Jeremy Berkowitz. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data." Review of Economic Studies 65, no. 3 (1998): 433–51. http://dx.doi.org/10.1111/1467-937x.00052.

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30

Swanson, Eric T. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models." American Economic Review 102, no. 4 (2012): 1663–91. http://dx.doi.org/10.1257/aer.102.4.1663.

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The household's labor margin has a substantial effect on risk aversion, and hence asset prices, in dynamic equilibrium models even when utility is additively separable between consumption and labor. This paper derives simple, closed-form expressions for risk aversion that take into account the household's labor margin. Ignoring this margin can dramatically overstate the household's true aversion to risk. Risk premia on assets priced with the stochastic discount factor increase essentially linearly with risk aversion, so measuring risk aversion correctly is crucial for asset pricing in the mode

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31

De Grauwe, Paul. "The scientific foundation of dynamic stochastic general equilibrium (DSGE) models." Public Choice 144, no. 3-4 (2010): 413–43. http://dx.doi.org/10.1007/s11127-010-9674-x.

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32

Rubinov, Alexander. "An equilibrium in dynamic models of a linearly homogeneous economy." Journal of Mathematical Economics 24, no. 2 (1995): 179–200. http://dx.doi.org/10.1016/0304-4068(94)00668-z.

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33

Santos, Manuel S. "Simulation-based estimation of dynamic models with continuous equilibrium solutions." Journal of Mathematical Economics 40, no. 3-4 (2004): 465–91. http://dx.doi.org/10.1016/j.jmateco.2003.12.003.

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34

Dridi, Ramdan, Alain Guay, and Eric Renault. "Indirect inference and calibration of dynamic stochastic general equilibrium models." Journal of Econometrics 136, no. 2 (2007): 397–430. http://dx.doi.org/10.1016/j.jeconom.2005.11.003.

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35

Bierens, Herman J. "Econometric analysis of linearized singular dynamic stochastic general equilibrium models." Journal of Econometrics 136, no. 2 (2007): 595–627. http://dx.doi.org/10.1016/j.jeconom.2005.11.008.

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36

Kodheli, Mimi, and Arjeta Vokshi. "Theoretical analysis of Dynamic General Equilibrium model." International Journal of Business & Technology 3, no. 1 (2014): 22–28. http://dx.doi.org/10.33107/ijbte.2014.3.1.03.

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Central Bank is one of the most important institutions of a country because its responsibility is to draw and implement the monetary policy. The central bank, in order to accomplish this responsibility, has to have a clearly defined main objective, the instruments that will use to achieve the objective, and it should be able to make precise or very good forecasts of macroeconomic variables. In order to make these forecasts, the central bank should first of all understand every monetary transmission mechanism and determine the most effective one. The success or non-success of monetary policy, l

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37

Rettieva, Anna. "Equilibria in Dynamic Multicriteria Games." International Game Theory Review 19, no. 01 (2017): 1750002. http://dx.doi.org/10.1142/s0219198917500025.

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Mathematical models involving more than one objective seem more adherent to real problems. Often players have more than one goal which are often not comparable. These situations are typical for game-theoretic models in economic and ecology. In this paper, new approaches to construct equilibria in dynamic multicriteria games are constructed. We consider a dynamic, discrete-time, game model where the players use a common resource and have different criteria to optimize. First, we construct the guaranteed payoffs in a several ways. Then, we find an equilibrium as a solution of a Nash bargaining s

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38

McDonald, Nicola J., and Garry W. McDonald. "Towards a Dynamic Equilibrium-Seeking Model of a Closed Economy." Systems 8, no. 4 (2020): 42. http://dx.doi.org/10.3390/systems8040042.

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Economics has long been concerned with the development of tools to help understand and describe the interactions among economic actors including the circular flow of economic resources. This paper expands our available toolkit of models, by describing a novel dynamic equilibrium-seeking model of a closed economy. The model retains many of the key features of state-of-the-art Computable General Equilibrium (CGE) models including economic interdependence, input substitution, nested production functions, and so on. A distinguishing feature of this model is that it adopts price-related balancing f

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39

WANG, XIAOWEI, and JIE LOU. "TWO DYNAMIC MODELS ABOUT RABIES BETWEEN DOGS AND HUMAN." Journal of Biological Systems 16, no. 04 (2008): 519–29. http://dx.doi.org/10.1142/s0218339008002666.

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Our models characterize the transmission dynamics of rabies between human and dogs. Firstly, we build an ODE model to represent the natural spreading of rabies in dogs and human. We get the basic reproductive number R0 and the global stability for both the disease-free equilibrium and the endemic equilibrium. Then, we build a controlling model for rabies. We compare the efficiency of three strategies for controlling the rabies: culling, vaccination, culling and vaccination, and get controlling thresholds for different strategies. The results of analysis and simulations indicate that vaccinatio

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40

Vasilyev, S., S. Radionov, and N. Pilnik. "The relaxation of complementary slackness conditions in dynamic general equilibrium models." Matematicheskoe modelirovanie 30, no. 12 (2018): 111–28. http://dx.doi.org/10.31857/s023408790001939-6.

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41

X. Li, Jenny. "Non-steady-state equilibrium solution of a class of dynamic models." Journal of Economic Dynamics and Control 25, no. 6-7 (2001): 967–78. http://dx.doi.org/10.1016/s0165-1889(00)00063-4.

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42

Ajevskis, Viktors. "NONLOCAL SOLUTIONS TO DYNAMIC EQUILIBRIUM MODELS: THE APPROXIMATE STABLE MANIFOLDS APPROACH." Macroeconomic Dynamics 23, no. 06 (2018): 2544–71. http://dx.doi.org/10.1017/s1365100517000803.

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This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The approximate solutions are constructed employing the Contraction Mapping Theorem and the fact that the solutions to general equilibrium models converge to a steady state. Under certain nonlocal conditions, the convergence of the approximate solutions to the true solution is proved. We also show that the proposed approach can be treated as a rigorous proof of con

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43

Vasilyev, S. B., N. P. Pilnik, and S. A. Radionov. "The Relaxation of Complementary Slackness Conditions in Dynamic General Equilibrium Models." Mathematical Models and Computer Simulations 11, no. 4 (2019): 611–21. http://dx.doi.org/10.1134/s2070048219040148.

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44

Kremer, J., G. Lombardo, L. von Thadden, and T. Werner. "Dynamic Stochastic General Equilibrium Models as a Tool for Policy Analysis." CESifo Economic Studies 52, no. 4 (2006): 640–65. http://dx.doi.org/10.1093/cesifo/ifl014.

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45

Azizi, Ahmadreza, James Stidham, and Michel Pleimling. "Dynamic critical properties of non-equilibrium Potts models with absorbing states." Journal of Statistical Mechanics: Theory and Experiment 2018, no. 10 (2018): 103208. http://dx.doi.org/10.1088/1742-5468/aae2dd.

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46

Levintal, Oren. "TAYLOR PROJECTION: A NEW SOLUTION METHOD FOR DYNAMIC GENERAL EQUILIBRIUM MODELS." International Economic Review 59, no. 3 (2018): 1345–73. http://dx.doi.org/10.1111/iere.12306.

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47

Qu, Zhongjun. "Inference in dynamic stochastic general equilibrium models with possible weak identification." Quantitative Economics 5, no. 2 (2014): 457–94. http://dx.doi.org/10.3982/qe287.

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48

Andrews, Isaiah, and Anna Mikusheva. "Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models." Quantitative Economics 6, no. 1 (2015): 123–52. http://dx.doi.org/10.3982/qe331.

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49

Pereira, Alfredo M., and John B. Shoven. "Survey of dynamic computational general equilibrium models for tax policy evaluation." Journal of Policy Modeling 10, no. 3 (1988): 401–36. http://dx.doi.org/10.1016/0161-8938(88)90029-4.

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50

Lee, Jae Won, and Woong Yong Park. "System reduction of dynamic stochastic general equilibrium models solved by gensys." Economics Letters 199 (February 2021): 109704. http://dx.doi.org/10.1016/j.econlet.2020.109704.

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