Browsing Department of Economics (ECO) by Subject "DSGE Models"

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Browsing Department of Economics (ECO) by Subject "DSGE Models"

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    Title: DGSE Model Evaluation and Hybrid Models: A Comparison  Author(s): PACCAGNINI, Alessia Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical ...
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    Title: The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model  Author(s): GRUSS, Bertrand; SGHERRI, Silvia Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The ongoing financial turmoil has triggered a lively debate on ways of containing systemic risk and lessening the likelihood of future boom-and-bust episodes in credit markets. Particularly, it has been argued that banking ...