یکی از خلاقانه­ترین نمونه­های بازخوانی اسطوره در ادبیات آلمانی­زبان رمان جهان آخر اثر نویسندۀ اتریشی کریستف رانس­مایر است که آن اسناد تاریخی دربارۀ زندگی شاعر ملی رم باستان اوید و بن­مایه­های کتاب دگردیسی­های او قالب پیرنگ مدرنی بازنمایی شده­اند. روایت­های کهن را با تجربه­های زیستی تفکر انتقادی معاصر درهم آمیخته روایت نشانه­های انحطاط همه­جانبه­ای مشاهده کرده به باور وی ویژگی­های تمدن امروز بشر...

طوفان‌های گردوغبار بلایایی طبیعی‌اند که در زندگی انسان و محیط‌زیست تأثیر چشمگیری گذاشته‌اند. توسعة مدل‌هایی، به‌منظور پیش‌بینی مسیر حرکت این طوفان‌ها، پیشگیری مدیریت نقش بسزایی ایفا می‌کند زیرا انتقال آنها را آشکار مناطق آسیب‌پذیر بعدی برابر طوفان مشخص می‌کنند. به‌لطف امکانات روش‌های یادگیری عمیق حل مسائل مبتنی‌بر سری زمانی یافتن الگوهای پنهان از حجم دادة کلان، پژوهش، یک مدل ترکیبی شبکة عصبی پی...

This chapter reviews the literature on the econometric relationship between DSGE and VAR models from the point of view of estimation and model validation. The mapping between DSGE and VAR models is broken down into three stages: 1) from DSGE to statespace model; 2) from state-space model to VAR(1); 3) from VAR(1) to nite order VAR. The focus is on discussing what can go wrong at each step of th...

This thesis makes three main contributions to the literature on Dynamic Stochastic General Equilibrium (DSGE) models in Macroeconomics. As no previous studies have studied the Chinese economy from the perspective of DSGE, the first contribution of this thesis is estimating a DSGE model for China through a Bayesian approach using the Chinese quarterly post-economic reform data representing the m...

The predictive likelihood is useful for ranking models in forecast comparison exercises using Bayesian inference. We discuss how it can be estimated, by means of marginalization, for any subset of the observables in linear Gaussian state-space models. We compare macroeconomic density forecasts for the euro area of a DSGE model to those of a DSGE-VAR, a BVAR, and a multivariate random walk over ...

This study explores three alternative econometric interpretations of dynamic, stochastic general equilibrium (DSGE) models. Under a strong econometric interpretation, these models provide likelihood functions for observed sequences of prices and quantities. Given this interpretation, most DSGE models are rejected using classical econometrics and assigned zero probability in a Bayesian approach....

Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic ‡uctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with some of the DSGE misspeci…cations as they are able to solve the tradeo¤ between theoretical coherence and empirical …t. However, these models are still linear and they do not con...

DSGE models are designed to mimic only certain aspects of reality, usually speci…ed moments of observable data. They typically have other implications that are clearly false and lead to their immediate rejection if taken literally. Widely used calibration exercises compare the implications of DSGE models for the distribution of speci…ed sample moments with the corresponding data. This paper sho...

This paper tests the ability of popular New Keynesian models, which are traditionally used to study monetary policy and business cycles, to match the data regarding a key channel for monetary transmission: the dynamic interactions between macroeconomic variables and their corresponding expectations. In the empirical analysis, we exploit direct data on expectations from surveys. To explain the j...