Construction and Bayesian Estimation of DSGE Models for the EURO Area
(Sprache: Englisch)
Dynamic Stochastic General Equilibrium (DSGE) models have become a standardtool in various fields of economics. This type of models has a superiortheoretical foundation when compared to the Keynesian models which aretraditionally used for policy analysis...
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Dynamic Stochastic General Equilibrium (DSGE) models have become a standard
tool in various fields of economics. This type of models has a superior
theoretical foundation when compared to the Keynesian models which are
traditionally used for policy analysis and forecasting. Although a lot has been
done to improve the empirical properties of DSGE models, there is still a need
for further research in this field. In this book, the author first considers a
closed economy general equilibrium framework to empirically validate the alternative
mechanisms for introducing nominal rigidities. As the comparison is
done in the context of the Euro area aggregate data, the results provide guidance
to researchers dealing with estimation of Euro area DSGE models in general.
In the second part of the book, a coherent economic and statistical
framework that approximates the structure of the EMU and explicitly accounts
for the historical monetary regime change is presented. In such a
framework the disaggregate information on the Euro area can be utilized, so
that one can explain the area-wide aggregates, and also examine the cross-region
linkages.
Autoren-Porträt von Ernest Pytlarczyk
Ernest Pytlarczyk, Dr.:Born in 1978 in Garwolin, Poland. After obtainingMSc in Quantitative Methods from Warsaw Schoolof Economics was an analyst with BRE Bank andCitigroup. PhD obtained from the University ofHamburg in 2007 (doctoral scholarship granted bythe DAAD). Currently, macro and financialmarkets analyst associated with BRE Bank.
Bibliographische Angaben
- Autor: Ernest Pytlarczyk
- 2007, 260 Seiten, Maße: 17 x 24 cm, Kartoniert (TB), Englisch
- Verlag: VDM Verlag
- ISBN-10: 3836424800
- ISBN-13: 9783836424806
Sprache:
Englisch
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