DSGE models and central banks

CE Tovar - Economics, 2009 - degruyter.com
Over the past 15 years there has been remarkable progress in the specification and
estimation of dynamic stochastic general equilibrium (DSGE) models. Central banks in …

[图书][B] Economy of words: Communicative imperatives in central banks

DR Holmes - 2013 - books.google.com
Markets are artifacts of language—so Douglas R. Holmes argues in this deeply researched
look at central banks and the people who run them. Working at the intersection of …

The econometrics of DSGE models

J Fernández-Villaverde - SERIEs, 2010 - Springer
In this paper, I review the literature on the formulation and estimation of dynamic stochastic
general equilibrium (DSGE) models with a special emphasis on Bayesian methods. First, I …

Macroeconomic models for monetary policy: A critical review from a finance perspective

WW Dou, AW Lo, A Muley, H Uhlig - Annual Review of Financial …, 2020 - annualreviews.org
We provide a critical review of macroeconomic models used for monetary policy at central
banks from a finance perspective. We review the history of monetary policy modeling, survey …

Generalizing the Taylor principle

T Davig, EM Leeper - American Economic Review, 2007 - aeaweb.org
The paper generalizes the Taylor principle—the proposition that central banks can stabilize
the macroeconomy by raising their interest rate instrument more than one-for-one in …

SIGMA: a new open economy model for policy analysis

CJ Erceg, L Guerrieri, C Gust - 2005 - papers.ssrn.com
In this paper, we describe a new multi-country open economy SDGE model named SIGMA
that we have developed as a quantitative tool for policy analysis. We compare SIGMA's …

The future of macroeconomics: macro theory and models at the Bank of England

DF Hendry, JNJ Muellbauer - Oxford Review of Economic Policy, 2018 - academic.oup.com
The adoption as policy models by central banks of representative agent New Keynesian
dynamic stochastic general equilibrium models has been widely criticised, including for their …

[图书][B] Monetary economics: policy and its theoretical basis

K Bain, P Howells - 2017 - books.google.com
This fully revised second edition of Bain and Howells' Monetary Economics provides an up-
to-date examination of monetary policy as it is practised and the theory underlying it. The …

[图书][B] The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models

S Burgess, E Fernandez-Corugedo, C Groth… - 2013 - researchgate.net
This paper introduces the Bank of England's new forecasting platform and provides
examples of how it can be applied to practical forecasting problems. The platform consists of …

[图书][B] Central bank policy: Theory and practice

P Warjiyo, SM Juhro - 2019 - emerald.com
Bibliography | Emerald Insight Books and journals Case studies Expert Briefings Open
Access Publish with us Advanced search Bibliography Perry Warjiyo Solikin M. Juhro …