Replication Folder

NIAID Data Ecosystem2026-05-01 收录

DSGE模型

宏观金融监管

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Replication folder of the paper "Securitisation, shadow banking system, and macroprudential regulation: A DSGE Approach". F. Lubello and A. Rouabah (2023).

创建时间：

2023-11-22

Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach

货币政策

DSGE模型

We study the design of optimal monetary policy under uncertainty in a dynamic stochastic general equilibrium models. We use a Markov jump-linear-quadratic (MJLQ) approach to study policy design, appro

NBER2008-03-01 更新140

Data and Code for: "The NY Fed DSGE model: A Post-Covid Assessment"

宏观经济预测

DSGE模型

We document the real-time forecasting performance for output and inflation of the New York Fed dynamic stochastic general equilibrium (DSGE) model since 2011. We find the DSGE's accuracy to be compara

ICPSR2024-01-01 更新40

Discrete Monetary Policy Changes and Changing Inflation Targets in Estimated DSGE Models

货币政策建模

DSGE模型

Many estimated macroeconomic models assume interest rate smoothing in the monetary policy equation. In practice, monetary policymakers adjust a target level for the federal funds rate by discrete incr

ICPSR2005-01-01 更新30

Where Modern Macroeconomics Went Wrong

DSGE模型

宏观经济理论

This paper provides a critique of the DSGE models that have come to dominate macroeconomics during the past quarter-century. It argues that at the heart of the failure were the wrong microfoundations,

NBER2017-09-01 更新110

Replication files for: "Commodity prices and labour market dynamics in small open economies"

大宗商品价格与劳动力市场动态

DSGE模型

The codes supplied allow replication of the figures and tables in "Commodity prices and labour market dynamics in small open economies." For details, we refer to the readme file. In order to run t

NIAID Data Ecosystem40

Replication Folder

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