Using Hungarian macroeconomic and financial data, we estimate a Bayesian structural VAR
model suitable for macroprudential simulations. We identify standard macroeconomic and …

In this paper I estimate a New Keynesian Dynamic Stochastic General Equilibrium model for
the Euro Area, which closely follows the structure of the model developed by Smets and …

The core of the dissertation consists of three chapters. Chapter 2 provides a graphical and
formal representation of a basic dynamic stochastic general equilibrium (DSGE) economy …

We outline a dynamic stochastic general equilibrium (DSGE) model with extrapolative
expectations in asset pricing and fit the model to 50 years of quarterly US macroeconomic …

Using Hungarian macroeconomic and financial data, we estimate a Bayesian structural VAR
model suitable for macroprudential simulations. We identify standard macroeconomic and …

Abstract in italiano I modelli dinamici stocastici di equilibrio generale (dynamic stochastic
general equilibrium, DSGE) rappresentano lo strumento principale per l'analisi delle …

This thesis aims to provide evidence on whether FDI occurring in the Turkish economy has
any effect on domestic firms, especially whether and to what extent it leads to KTTs towards …

I investigate the extent to which modern Dynamic Stochastic General Equilibrium (DSGE)
models can produce macroeconomic and labor market dynamics in response to a financial …

In this dissertation I incorporate high dimensional data vectors in estimated Dynamic
Stochastic General Equilibrium (DSGE) models, evaluating the labor market dynamics …

” The history of modern macroeconomics starts in 1936, with the publication of Keynes'
General Theory of Employment, Interest, and Money”[Blanchard (2008, p. 576)]. Thereafter …