Purpose This paper aims to revisit the theme of fiscal-monetary coordination in a general
equilibrium setup that allows for unconventional monetary policy, monetary policy …

In this article we try to introduce Bayesian methodology for the estimation of dynamic
stochastic general equilibrium model of the Ukrainian economy. The resulting impulse …

The aim of this paper is to assess the impact of the interbank market on the business cycle
fluctuations. We build a DSGE model with heterogeneous households and banks. Two kind …

In this study, a model of Bayesian Dynamic Stochastic General Equilibrium (DSGE) from
Real Business Cycles (RBC) approach with the aim of identifying the factors shaping price …

Although stock market bubbles play an important role in determining stock price and
economic fluctuations, their explanation based on fundamental principles of the economy is …

Asset market development is characterized by reducing market imperfections that generate
costs incurred from participating in the financial system. In developing economies where …

اگرچه حباب‌های بازار سهام نقش مهمی در تعیین قیمت سهام و نوسانات اقتصادی بازی می-کنند، اما
توضیح آنها با اصول بنیادین اقتصاد چالش برانگیز است. هدف از این مقاله شناسایی عوامل شکل …‎

در این مقاله یک الگوی DSGE بیزین از سیکل‌های تجاری حقیقی با هدف شناسایی عوامل شکل دهنده
حباب قیمتی بازار سهام تهران تصریح شده است. الگوی مذکور در 2 سناریو انجام شده است: در …‎

One of the fundamental criteria for decision making on a stock exchange is the stock price. If
the price index accurately shows the information about the upcoming trends of basic …

This work analysis the main macro-finance models of the term structure of interest rates that
determines the joint dynamics of the term structure and the macroeconomic fundamentals …