Log in

Relevant bibliographies by topics / Modelo DSGE / Books

To see the other types of publications on this topic, follow the link: Modelo DSGE.

Books on the topic 'Modelo DSGE'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 41 books for your research on the topic 'Modelo DSGE.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Mora, Camilo Ernesto Tovar. DSGE models and central banks. Basel, Switzerland: Bank for International Settlements, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Christiano, Lawrence J. DSGE models for monetary policy analysis. Cambridge, MA: National Bureau of Economic Research, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Jean, Boivin. DSGE models in a data-rich environment. Cambridge, Mass: National Bureau of Economic Research, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

DiCecio, Riccardo. An estimated DSGE model for the United Kingdom. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Schorfheide, Frank. Estimation and evaluation of DSGE models: Progress and challenges. Cambridge, MA: National Bureau of Economic Research, 2011.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Gorodnichenko, Yuriy. Estimation of dsge models when the data are persistent. Cambridge, MA: National Bureau of Economic Research, 2009.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Engel, Charles. Portfolio choice in a monetary open-economy dsge model. Cambridge, MA: National Bureau of Economic Research, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Cambridge, Mass: National Bureau of Economic Research, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Engel, Charles. Portfolio choice in a monetary open-economy DSGE model. Washington, D.C: International Monetary Fund, Research Dept., 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Adolfson, Malin. Optimal monetary policy in an operational medium-sized DSGE model. Cambridge, MA: National Bureau of Economic Research, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

Dib, Ali. An estimated Canadian DSGE model with nominal and real rigidities. Ottawa: Bank of Canada, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

Hirose, Yasuo. DSGE-moderu ni yoru makuro jisshō bunseki no hōhō. Tōkyō: Mitsubishi Keizai Kenkyūjo, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

13

Corsetti, Giancarlo. DSGE models of high exchange-rate volatility and low pass-through. Washington, D.C: Federal Reserve Board, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Hall, Alastair. Information criteria for impulse response function matching estimation of DSGE models. Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Christensen, Ian. Monetary policy in an estimated DSGE model with a financial accelerator. Ottawa: Bank of Canada, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Binsbergen, Jules van. The term structure of interest rates in a DSGE model with recursive preferences. Cambridge, MA: National Bureau of Economic Research, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

17

Negro, Marco Del. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

Svensson, Lars E. O. Optimal monetary policy under uncertainty in dsge models: A Markov jump-linear-quadratic approach. Cambridge, MA: National Bureau of Economic Research, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Beltran, Daniel O. Estimating the parameters of a small open economy DSGE model: Identifiability and inferential validity. Washington, D.C: Federal Reserve Board, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

20

Belaygorod, Anatoliy. Timing transitions between determinate and indeterminate equilibria in an empirical dsge model: Benefits and implications. St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Christoffel, Kai. The impact of labor markets on the transmission of monetary policy in an estimated dsge model. Bonn, Germany: IZA, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

22

Keen, Benjamin D. Monetary policy and natural disasters in a dsge model: How should the fed have responded to hurricane katrina? St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

23

Mora, Camilo Ernesto Tovar. The mechanics of devaluations and the output response in a DSGE model: How relevant is the balance sheet effect? Basel, Switzerland: Bank for International Settlements, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

24

Dong tai sui ji yi ban jun heng xia Zhongguo jing ji bo dong wen ti yan jiu: Research on China's economic fluctuation under the DSGE framework. Wuhan: Hua zhong ke ji da xue chu ban she, 2013.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

25

Christoffel, Kai, Günter Coenen, and Anders Warne. Forecasting With DSGE Models. Oxford University Press, 2011. http://dx.doi.org/10.1093/oxfordhb/9780195398649.013.0005.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Schorfheide, Frank, and Edward P. Herbst. Bayesian Estimation of DSGE Models. Princeton University Press, 2015.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

27

Bayesian Estimation of DSGE Models. Princeton University Press, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

28

Dario, Caldara, and National Bureau of Economic Research., eds. Computing dsge models with recursive preferences. Cambridge, MA: National Bureau of Economic Research, 2009.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

29

Understanding Dsge Models: Theory and Applications. Vernon Press, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

30

Juillard, Michel. Dynamic Stochastic General Equilibrium Models. Edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.4.

Full text

Abstract:

Dynamic Stochastic General Equilibrium (DSGE) models have become popular in macroeconomics, but the combination of nonlinear microeconomic behavior of the agents and model-consistent expectations raise intricate computational issues; this chapter reviews solution methods and estimation of DSGE models. Perfect foresight deterministic models can easily be solved with a great degree of accuracy. In practice, medium-sized stochastic models can only be solved by local approximation or the perturbation approach. The Bayesian approach to estimation is privileged. It provides a convenient way to communicate both the prior information available to the econo-metrician and new information revealed by the data. This chapter focuses on methods frequently used in applied work rather than aiming at being exhaustive.

APA, Harvard, Vancouver, ISO, and other styles

31

Challenor, Peter, Doug McNeall, and James Gattiker. The new macroeconometrics: A Bayesian approach. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.15.

Full text

Abstract:

This article examines the dynamics of the US economy over the last five decades using Bayesian analysis of dynamic stochastic general equilibrium (DSGE) models. It highlights an example application in what is commonly referred to as the new macroeconometrics, which combines macroeconomics with econometrics. The article describes a benchmark New Keynesian DSGE model that incorporates four types of agents: households that consume, save, and supply labour to a labour ‘packer’; a labour ‘packer’ that puts together the labour supplied by different households into an homogeneous labour unit; intermediate good producers, who produce goods using capital and aggregated labour; and a final good producer that mixes all the intermediate goods. It also considers the application of the model in policy analysis for public institutions such as central banks, along with private organizations and businesses. Finally, it discusses three avenues for further research in the estimation of DSGE models.

APA, Harvard, Vancouver, ISO, and other styles

32

Gabriel, Vasco, Paul Levine, Joseph Pearlman, and Bo Yang. An Estimated DSGE Model of the Indian Economy. Oxford University Press, 2012. http://dx.doi.org/10.1093/oxfordhb/9780199734580.013.0029.

Full text

APA, Harvard, Vancouver, ISO, and other styles

33

Cole, Harold L. Monetary and Fiscal Policy through a DSGE Lens. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190076030.001.0001.

Full text

Abstract:

This text is designed to bridge the gap between Ph.D. and undergraduate textbooks in Macroeconomics. The text develops a dynamic stochastic general equilibrium model of money using a cash-in-advance constraint and endogenous production as in the real business cycle literature. The costs of inflation and optimal monetary policy, the impact of labor and capital taxes and as well as optimal fiscal policy are covered. Many extensions, including new Keynesian liquidity shock models are developed. Both standard analytic methods, such as Lagrangian methods, and computational methods using Matlab and Python, are developed as we construct quantitative models.

APA, Harvard, Vancouver, ISO, and other styles

34

Hill, Carter, Balke Nathan 1st, Canova Fabio 2nd, Fabio Milani, and Mark Wynne. DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments. Emerald Publishing Limited, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

35

DSGE Models in macroeconomics : estimation, evaluation, and new developments. Emerald Group, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

36

Balke, Nathan, Fabio Canova, Fabio Milani, and Mark A. Wynne, eds. DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments. Emerald Group Publishing Limited, 2012. http://dx.doi.org/10.1108/s0731-9053(2012)28.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Kemp, Johannes Hermanus, and Hylton Hollander. A medium-sized, open-economy, fiscal DSGE model of South Africa. UNU-WIDER, 2020. http://dx.doi.org/10.35188/unu-wider/2020/849-8.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Heim, Lukas. Inflation versus Price-Level Targeting: Bayesian Estimation of a Small Open DSGE Model for Switzerland. Springer Gabler, 2014.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

39

Baldini, Alfredo, Jaromir Benes, Andrew Berg, Mai C. Dao, and Rafael Portillo. Monetary Policy in Low-Income Countries in the Face of the Global Crisis. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0017.

Full text

Abstract:

The authors develop a dynamic stochastic general equilibrium (DSGE) model with a banking sector to analyse the impact of the financial crisis in developing countries and the role of the monetary policy response, with an application to Zambia. The crisis is interpreted as a combination of three related shocks: a worsening in the terms of the trade, an increase in the country’s risk premium, and a decrease in the risk appetite of local banks. Model simulations broadly match the path of the economy during this period. The model-based analysis reveals that the initial policy response contributed to the domestic impact of the crisis by further tightening financial conditions. The authors derive policy implications for central banks, and for dynamic stochastic general equilibrium modelling of monetary policy, in low-income countries.

APA, Harvard, Vancouver, ISO, and other styles

40

Portillo, Rafael. A Structural Analysis of the Determinants of Inflation in the CEMAC Region. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0020.

Full text

Abstract:

The author analyses inflation in the Central African Economic and Monetary Community. First, a semi-structural VAR is used to identify the sources of inflation empirically; the chapter finds that fiscal shocks and the commodity price shocks that generally drive them have been important sources of inflation volatility, with monetary policy passively accommodating. A DSGE model is then developed and calibrated to replicate the empirical findings and to study the implications of a more active monetary policy. This active policy would involve greater (sterilized) reserve accumulation, which under the plausible assumption of limited capital mobility can help contain equilibrium appreciation pressures and therefore inflation, but at the cost of crowding out the private sector. Attempting to use monetary policy to contain inflation under a fixed exchange rate has important drawbacks, which highlights the need to rely on fiscal policy for macro and price stability in these countries.

APA, Harvard, Vancouver, ISO, and other styles

41

Li, Bin Grace, Christopher Adam, Andrew Berg, Peter Montiel, and Stephen O’Connell. Identifying the Monetary Transmission Mechanism in Sub-Saharan Africa. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0006.

Full text

Abstract:

VAR methods suggest that the monetary transmission mechanism may be weak and unreliable in low-income countries. But are structural VARs identified via short-run restrictions capable of detecting a transmission mechanism where one exists, under research conditions typical of these countries? Using small DSGEs as data-generating processes, the chapter assesses the impact on VAR-based inference of short data samples, measurement error, high-frequency supply shocks, and other features of the LIC environment. The impact of these features on finite-sample bias appears to be relatively modest when identification is valid—a strong caveat, especially in low-income countries. However, many of these features undermine the precision of estimated impulse responses to monetary policy shocks, and cumulatively they suggest that ‘insignificant’ results can be expected even when the underlying transmission mechanism is strong.

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!