Articles with "dsge model" as a keyword



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The effectiveness of the post-Covid-19 recovery policies: Evidence from a simulated DSGE model for Turkey

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Published in 2021 at "Economic Analysis and Policy"

DOI: 10.1016/j.eap.2021.07.006

Abstract: This paper aims to explore the effectiveness of macroeconomic recovery policies implemented by fiscal and monetary authorities against Covid-19 pandemic in Turkey. A dynamic stochastic general equilibrium (DSGE) model, in which Turkey is defined as… read more here.

Keywords: turkey; recovery policies; model; dsge model ... See more keywords
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The transmission of financial shocks in an estimated DSGE model with housing and banking

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Published in 2020 at "Economic Modelling"

DOI: 10.1016/j.econmod.2019.09.056

Abstract: Abstract We develop a dynamic stochastic general equilibrium (DSGE) model with housing and banking to study the transmission of financial shocks between the financial and real sectors. A deterioration in the bank's balance sheet induced… read more here.

Keywords: financial shocks; housing; dsge model; model housing ... See more keywords
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Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment

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Published in 2021 at "Journal of Economic Dynamics and Control"

DOI: 10.1016/j.jedc.2021.104177

Abstract: Abstract This paper examines the inferences and forecasting benefits that can be made when one incorporates a large quantity of economic time series into international structural macroeconomic models. I estimate a close variation of Adolfson… read more here.

Keywords: rich environment; model estimated; data rich; model ... See more keywords
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Crisis propagation in a heterogeneous self-reflexive DSGE model

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Published in 2021 at "PLoS ONE"

DOI: 10.1371/journal.pone.0261423

Abstract: We study a self-reflexive DSGE model with heterogeneous households, aimed at characterising the impact of economic recessions on the different strata of the society. Our framework allows to analyse the combined effect of income inequalities… read more here.

Keywords: self reflexive; income; model; dsge model ... See more keywords
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Agricultural Economic Dynamics in a Bayesian DSGE Model for Iran

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Published in 2020 at "iranian economic review"

DOI: 10.22059/ier.2018.68947

Abstract: I ran’s economy is suffering from sharp and persistent economic shocks and agriculture plays an undeniable role in its economic growth and development. The aim of this paper is to study the relative contributions of… read more here.

Keywords: economic dynamics; agricultural economic; dynamics bayesian; dsge model ... See more keywords