Sökning: "Calibration of Macroeconomic Models"

Hittade 4 avhandlingar innehållade orden Calibration of Macroeconomic Models.

  1. 1. Essays on International Macroeconomic Models

    Författare :Guilherme Garcia Teijeiro; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Comovement in Old and New Trade: This paper explores the effect of trade on the comovement of aggregate output between countries, using tractable expressions from International Trade frameworks. The author finds that trade’s impact is ambiguous, influenced by opposing forces of cost and clearing channels. LÄS MER

  3. 2. Monetary Policy, Trade Dynamics, and Labor Markets in Open Economies

    Författare :Vesna Corbo; Nils Gottfries; Andreas Westermark; Tommy Sveen; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Open Economy Macroeconomics; Monetary Policy; DSGE Models; Exchange Rates; Unemployment; Bayesian estimation; Bargaining; Elasticities; Heterogeneity; Aggregation; Calibration of Macroeconomic Models; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of four self-contained essays.Essay 1 studies the implications of relaxing the assumption that the elasticity of international substitution is constant over time horizons, through the modeling of habit formation. LÄS MER

  4. 3. Expectations, Financial Markets and Monetary Policy

    Författare :Dmytro Stoyko; Mikael Bask; Daniel Spiro; John Hassler; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary policy; DSGE models; Expectations; Macroprudential regulations; Credit spread; Forward guidance; Economics; Nationalekonomi;

    Sammanfattning : Monetary Policy and Macroprudential Regulations. We investigate the desirability of macroprudential regulations in a DSGE model with collateral and income borrowing constraints. LÄS MER

  5. 4. Essays on Financial Markets and the Macroeconomy

    Författare :Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER