Search for dissertations about: "DSGE Models"

Showing result 1 - 5 of 10 swedish dissertations containing the words DSGE Models.

  1. 1. DSGE Model Estimation and Labor Market Dynamics

    Author : Glenn Mickelsson; Nils Gottfries; Karl Walentin; Martin M Andreasen; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; DSGE Models; Macroeconomics; Estimation; Uninformative Priors; Maximum Likelihood; Labor Hoarding; US Labor Market; Swedish Micro Data; Economics; Nationalekonomi;

    Abstract : Essay 1: Estimation of DSGE Models with Uninformative PriorsDSGE models are typically estimated using Bayesian methods, but because prior information may be lacking, a number of papers have developed methods for estimation with less informative priors (diffuse priors). This paper takes this development one step further and suggests a method that allows full information maximum likelihood (FIML) estimation of a medium-sized DSGE model. READ MORE

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

    Author : Vesna Corbo; Nils Gottfries; Andreas Westermark; Tommy Sveen; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; 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;

    Abstract : 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. READ MORE

  3. 3. Housing, Banking and the Macro Economy

    Author : Rachatar Nilavongse; Mikael Bask; Nils Gottfries; Jesper Lindé; Uppsala universitet; []
    Keywords : House price expectations; Debt default; Boom-bust cycles; Monetary policy; Inflation; Welfare analysis; Credit supply disruptions; Working capital; DSGE models; Economics; Nationalekonomi;

    Abstract : Essay 1: Expectation-Driven House Prices, Debt Default and Inflation DynamicsWe contribute to the literature on dynamic stochastic general equilibrium (DSGE) models with housing collateral by including shocks to house price expectations. We also incorporate endogenous mortgage defaults that are rarely included in DSGE models with housing collateral. READ MORE

  4. 4. Essays on Empirical Macroeconomics

    Author : Dario Caldara; John Hassler; Giancarlo Corsetti; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Fiscal Policy; Identification; Vector Autoregression; Recursive Preferences; Perturbation; DSGE Models; Business Cycle Accounting; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of four essays in empirical macroeconomics. What Are the Effects of Fiscal Policy Shocks? A VAR-Based Comparative Analysis The literature using structural vector autoregressions (SVARs) to assess the effects of fiscal policy shocks strongly disagrees on the qualitative and quantitative response of key macroeconomic variables. READ MORE

  5. 5. Expectations, Financial Markets and Monetary Policy

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

    Abstract : Monetary Policy and Macroprudential Regulations. We investigate the desirability of macroprudential regulations in a DSGE model with collateral and income borrowing constraints. READ MORE