Technology shocks and business cycles in India

S Banerjee, P Basu - Macroeconomic Dynamics, 2019 - cambridge.org
In this paper, we develop a small open economy New Keynesian dynamic stochastic
general equilibrium (DSGE) model to understand the relative importance of two key …

Financial frictions, bank intermediation and monetary policy transmission in India

S Banerjee, H Behera - Economics of Transition and …, 2023 - Wiley Online Library
Do the different types of financial friction have differential implications for monetary
transmission in emerging economies? We investigate this question using India as the …

Critically assessing estimated DSGE models: A case study of a multi‐sector model

X Liu, AR Pagan, T Robinson - Economic record, 2018 - Wiley Online Library
We describe methods for assessing estimated dynamic stochastic general equilibrium
(DSGE) models. One involves the computation of alternative impulse responses from …

Sudden stops in a currency union–some lessons from the euro area

L Kraus, J Beier, B Herz - Scottish Journal of Political Economy, 2019 - Wiley Online Library
Abstract During the Great Financial Crisis several euro area Member States with current
account deficits were subject to sharp reversals of private capital flows. We examine how the …

Forecasting with instabilities: An application to DSGE models with financial frictions

R Cardani, A Paccagnini, S Villa - Journal of Macroeconomics, 2019 - Elsevier
We assess the importance of parameter instabilities from a forecasting viewpoint in a set of
medium-scale DSGE models with and without financial frictions using US real-time data. We …

[HTML][HTML] Intermediários Financeiros e Política de Crédito em um Modelo DSGE para o Brasil

AFN Nunes, MS Portugal - Revista Brasileira de Economia, 2018 - SciELO Brasil
Esse trabalho tem o objetivo de mostrar como a incorporação de intermediários financeiros
num modelo DSGE influenciam na análise do ciclo econômico, e como uma política de …

Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective

P Basu, K Wada - Japan and the World Economy, 2023 - Elsevier
Using the lens of a medium scale DSGE model, we analyze macroeconomic effects of
Japan's unconventional monetary policy which is known as Qualitative and Quantitative …

Problémy bayesovské identifikace DSGE modelů

A Urban - 2016 - is.muni.cz
Cílem této práce je analýza aktuálních problémů spojených s bayesovskou identifikací
parametrů u dynamických stochastických modelů všeobecné rovnováhy. Konkrétněji se …

[PDF][PDF] Economic consequences of tourism specialization

UR Pérez Granja - 2021 - accedacris.ulpgc.es
Economic Consequences of Tourism Specialization Page 1 Economic Consequences of
Tourism Specialization Programa de Doctorado en Turismo, Economía y Gestión Ubay R …

[PDF][PDF] Global Research Unit

L Kraus, J Beier, B Herz - 2018 - cb.cityu.edu.hk
Abstract During the Great Financial Crisis several European countries-both inside and
outside the euro area-suffered sharp reversals of private capital inflows. We examine how …