Dynare Working Papers

  1. Gilles Bertrand Umba, Yves Siasi, Grégoire Lumbala (2020), “Leçons macroéconomiques de la Covid-19: une analyse pour la RDC
  2. Gilles Bertrand Umba (2020), “Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)
  3. Augusto Aliaga Miranda (2020), “Monetary policy rules for an open economy with financial frictions: A Bayesian approach” (source)
  4. Deaha Cho, Yoonshin Han, Joonseok Oh, Anna Rogantini Picco (2020), “Optimal Monetary Policy and Uncertainty Shocks” (source)
  5. Jonathan Benchimol, Sergey Ivashchenko (2020), “Switching Volatility in a Nonlinear Open Economy
  6. Phuong Van Nguyen (2020), “Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models
  7. Dániel Baksa, Zsuzsa Munkácsi (2020), “More Gray, More Volatile? Aging and (Optimal) Monetary Policy
  8. Gilles Bertrand Umba (2020), “Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo
  9. Phuong Van Nguyen (2020), “The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model
  10. Giovanni Di Bartolomeo, Marco Di Pietro (2020), “Intrinsic persistence of wage inflation in New Keynesian models of the business cycles
  11. Giovanni Di Bartolomeo, Marco Di Pietro, Bianca Giannini (2020), “Optimal monetary policy in a New Keynesian model with heterogeneous expectations
  12. Pablo Aguilar, Stephan Fahr, Eddie Gerba, Samuel Hurtado (2020), “Quest for Robust Optimal Macroprudential Policy
  13. Aldo Rodríguez (2020), “Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario” (source)
  14. Benjamin Born, Johannes Pfeifer (2016), “The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg
  15. Johannes Pfeifer (2016), “Macroeconomic Effects of Financial Shocks: Comment
  16. Aliya Algozhina (2016), “Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy
  17. Mihai Copaciu, Valeriu Nalban, Cristian Bulete (2015), “R.E.M. 2.0, An estimated DSGE model for Romania
  18. Yuan Yang, Lu Wang (2015), “An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models” (source)
  19. Tae-Seok Jang (2015), “Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality” (data)
  20. Ginters Buss (2015), “Search-and-matching frictions and labor market dynamics in Latvia” (source)
  21. Viktors Ajevskis (2015), “Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path” (source)
  22. Tim Schwarzmüller, Maik H. Wolters (2015), “The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium
  23. Ginters Buss (2015), “Financial frictions in a DSGE model for Latvia” (source)
  24. Iskrev Nikolay (2014), “Choosing the variables to estimate singular DSGE models: Comment” (source)
  25. Marcin Kolasa, Michał Rubaszek (2014), “Forecasting with DSGE models with financial frictions
  26. Benjamin Born, Johannes Pfeifer (2014), “Risk Matters: A Comment
  27. Jean-Paul Kimbambu Tsasa Vangu (2014), “Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique
  28. William Tayler, Roy Zilberman (2014), “Macroprudential Regulation and the Role of Monetary Policy
  29. Celso José Costa Junior, Armando Vaz Sampaio (2014), “Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy” (source)
  30. Jeffrey Sheen, Ben Z. Wang (2014), “An Estimated Small Open Economy Model with Labour Market Frictions
  31. Mariano Kulish, Adrian Pagan (2014), “Estimation and Solution of Models with Expectations and Structural Changes” (source)
  32. Rossana Merola (2014), “The role of financial frictions during the crisis: an estimated DSGE model” (source)
  33. Ivashchenko Sergey (2014), “Estimating nonlinear DSGE models with moments based methods” (source)
  34. Hui He, Kevin X. D. Huang, Sheng-Ti Hung (2014), “Are Recessions Good for Your Health? When Ruhm Meets GHH
  35. Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner (2014), “Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  36. Tae-Seok Jang, Eiji Okano (2013), “Productivity shocks and monetary policy in a two-country model
  37. Ichiro Muto, Nao Sudo, Shunichi Yoneyama (2013), “Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?
  38. Michał Brzoza-Brzezina, Marcin Kolasa, Krzysztof Makarski (2013), “A penalty function approach to occasionally binding credit constraints
  39. Simone Meier (2013), “Financial Globalization and Monetary Transmission
  40. George Perendia, Chris Tsoukis (2012), “The Keynesian multiplier, news and fiscal policy rules in a DSGE model
  41. Alessandro Flamini, Guido Ascari, Lorenza Rossi (2012), “Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation
  42. Margarita Rubio, José A. Carrasco-Gallego (2012), “Macroprudential Measures, Housing Markets, and Monetary Policy
  43. Guido Traficante (2012), “Uncertain potential output: implications for monetary policy in small open economy
  44. Paolo Gelain, Kevin J. Lansing, Caterina Mendicino (2012), “House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
  45. Federico Di Pace, Matthias S. Hertweck (2012), “Labour Market Frictions, Monetary Policy and Durable Goods
  46. Christian Matthes, Francesca Rondina (2012), “Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information
  47. Cristina Fuentes-Albero (2012), “Financial Frictions, Financial Shocks, and Aggregate Volatility
  48. Sébastien Villemot (2012), “Accelerating the resolution of sovereign debt models using an endogenous grid method” (source)
  49. Michal Andrle (2012), “Understanding DSGE Filters in Forecasting and Policy Analysis
  50. Guillermo J. Escudé (2012), “A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes” (source)
  51. Hong Lan, Alexander Meyer-Gohde (2012), “Existence and Uniqueness of Perturbation Solutions in DSGE Models
  52. Matthieu Charpe, Stefan Kühn (2012), “Bargaining, Aggregate Demand and Employment” (source)
  53. Christoph Görtz, John D. Tsoukalas (2012), “News and Financial Intermediation in Aggregate and Sectoral Fluctuations” (source)
  54. Fabio Verona, Maik H. Wolters (2012), “Sticky Information Models in Dynare” (source)
  55. Paul Levine, Joseph Pearlman (2011), “Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints
  56. Cristiano Cantore, Paul Levine (2011), “Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics” (source)
  57. Michael Creel, Dennis Kristensen (2011), “Indirect Likelihood Inference” (source)
  58. Stéphane Adjemian, Antoine Devulder (2011), “Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro” (source)
  59. Lilia Maliar, Serguei Maliar, Sébastien Villemot (2011), “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions” (source)
  60. Marcelo Ferman (2011), “Switching Monetary Policy Regimes and the Nominal Term Structure” (source)
  61. Tom Holden (2011), “Products, patents and productivity persistence: A DSGE model of endogenous growth” (source)
  62. Mariano Kulish, Callum Jones (2011), “A Graphical Representation of an Estimated DSGE Model” (source)
  63. Sébastien Villemot (2011), “Solving rational expectations models at first order: what Dynare does
  64. Stéphane Adjemian, Houtan Bastani, Michel Juillard, Fréderic Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot (2011), “Dynare: Reference Manual Version 4