نتایج جستجو برای: dynamic stochastic general equilibrium model dsge
تعداد نتایج: 3089457 فیلتر نتایج به سال:
B efore the incidence of the financial crisis in 2008, the financial sector was ignored in the most of business cycles analyses. It was assumed that the financial sector played no independent role in describing business cycle fluctuations and followed the real part of the economy. In recent years, modeling financial frictions have been much considered in business cycles literature. T...
This paper applies a new Bayesian framework laid out in Faust and Gupta (2009) for evaluating the suitability of dynamic stochastic general equilibrium (DSGE) models for the task of monetary policy analysis. The paper characterizes practical monetary policy analysis as determining how intended policy should be revised in light of the structural interpretation of incoming news. The news is defin...
This paper studies the relationship between housing prices and business cycles in Iran. Since housing has a dual nature, that is, both private and capital nature, it can play an important role in investment costs and economic growth and incite other manufacturing sectors in the country. In this paper, housing prices and business cycles have been used to measure housing as a collateral, which is...
This study tries to examine the way housing residential investment in Iran's urban area is influenced by the shocks of oil revenues, and for that, time series data spanning the period 1991:1-2007:4 are deployed in a Dynamic Stochastic General Equilibrium (DSGE) model including households, firms producing new residential houses, and the production of other economic firms as well as oil sector. T...
The growing popularity of virtual currencies such as Bitcoin, an Internet innovation with a function similar to "fiat" money or government money, due to the high velocity and efficiency in transactions (especially overseas payments) as well as the elimination of the additional operating costs incurred by intermediaries attract the policymakers and global decision-making centers attention. The p...
This study examines the effects of demographic changes including decreasing fertility and increasing life expectancy and retirement age on the financial sustainability of the pension fund in Iran using the overlapping generation model and the Stochastic Dynamic General Equilibrium (DSGE) approach. The results of simulation and evaluation of impulse response functions and evaluation of correlati...
We take as a starting point the existence of a joint distribution implied by different dynamic stochastic general equilibrium (DSGE) models, all of which are potentially misspecified. Our objective is to compare ‘‘true’’ joint distributions with ones generated by given DSGEs. This is accomplished via comparison of the empirical joint distributions (or confidence intervals) of historical and sim...
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