Dynare Working Papers

  1. Louis Henri Ngah Ntiga, Laureine Badjeck Mvondo (2023), “Impact de la guerre russo-ukrainienne sur le cours des produits de base exportés par les pays de la CEMAC
  2. Gaygysyz Guljanov, Willi Mutschler, Mark Trede (2022), “Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve
  3. Thomson Kumwenda, Ronald Mangani, Jacob Mazalale, Exley Silumbu (2022), “Credit-Supply Factors and Malawian Business Cycles
  4. Louis Henri Ngah Ntiga (2022), “Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise” (source)
  5. Ginters Bušs, Patrick Grüning, Oļegs Tkačevs (2022), “Choosing the European Fiscal Rule
  6. Pablo Nebbi Rivera Moreno, Karol Lorena Triana Montaño (2022), “Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis
  7. Thomson Nelson Kumwenda (2022), “Fiscal Multipliers and Evidence on Effectiveness of Fiscal Policy in Malawi
  8. Stéphane Adjemian, Houtan Bastani, Michel Juillard, Fréderic Karamé, Ferhat Mihoubi, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion, Sébastien Villemot (2022), “Dynare: Reference Manual Version 5
  9. Stéphane Adjemian, Frédéric Karamé, François Langot (2021), “Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics
  10. Eiji Okano, Masataka Eguchi (2021), “The Effects of Money-financed Fiscal Stimulus in a Small Open Economy” (source)
  11. Siméon Koffi (2021), “Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)” (source)
  12. M’pya Banza Mukalay (2021), “Efficacité de la politique budgétaire en RDC” (source)
  13. Jonathan Benchimol, Lahcen Bounader (2021), “Optimal Monetary Policy Under Bounded Rationality
  14. Hénock M. Katuala (2021), “Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques” (source)
  15. Thierry Mvondo (2021), “Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC : Quels instruments pour quels effets dans un modèle DSGE ?” (source)
  16. Gilles Bertrand Umba, Yves Siasi, Grégoire Lumbala (2020), “Leçons macroéconomiques de la Covid-19: une analyse pour la RDC
  17. Gilles Bertrand Umba (2020), “Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)
  18. Augusto Aliaga Miranda (2020), “Monetary policy rules for an open economy with financial frictions: A Bayesian approach” (source)
  19. Deaha Cho, Yoonshin Han, Joonseok Oh, Anna Rogantini Picco (2020), “Optimal Monetary Policy and Uncertainty Shocks” (source)
  20. Jonathan Benchimol, Sergey Ivashchenko (2020), “Switching Volatility in a Nonlinear Open Economy
  21. Phuong Van Nguyen (2020), “Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models
  22. Dániel Baksa, Zsuzsa Munkácsi (2020), “More Gray, More Volatile? Aging and (Optimal) Monetary Policy
  23. Gilles Bertrand Umba (2020), “Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo
  24. Phuong Van Nguyen (2020), “The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model
  25. Giovanni Di Bartolomeo, Marco Di Pietro (2020), “Intrinsic persistence of wage inflation in New Keynesian models of the business cycles
  26. Giovanni Di Bartolomeo, Marco Di Pietro, Bianca Giannini (2020), “Optimal monetary policy in a New Keynesian model with heterogeneous expectations
  27. Pablo Aguilar, Stephan Fahr, Eddie Gerba, Samuel Hurtado (2020), “Quest for Robust Optimal Macroprudential Policy
  28. Aldo Rodríguez (2020), “Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario” (source)
  29. Benjamin Born, Johannes Pfeifer (2016), “The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg
  30. Johannes Pfeifer (2016), “Macroeconomic Effects of Financial Shocks: Comment
  31. Aliya Algozhina (2016), “Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy
  32. Mihai Copaciu, Valeriu Nalban, Cristian Bulete (2015), “R.E.M. 2.0, An estimated DSGE model for Romania
  33. Yuan Yang, Lu Wang (2015), “An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models” (source)
  34. Tae-Seok Jang (2015), “Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality” (data)
  35. Ginters Buss (2015), “Search-and-matching frictions and labor market dynamics in Latvia” (source)
  36. Viktors Ajevskis (2015), “Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path” (source)
  37. Tim Schwarzmüller, Maik H. Wolters (2015), “The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium
  38. Ginters Buss (2015), “Financial frictions in a DSGE model for Latvia” (source)
  39. Iskrev Nikolay (2014), “Choosing the variables to estimate singular DSGE models: Comment” (source)
  40. Marcin Kolasa, Michał Rubaszek (2014), “Forecasting with DSGE models with financial frictions
  41. Benjamin Born, Johannes Pfeifer (2014), “Risk Matters: A Comment
  42. Jean-Paul Kimbambu Tsasa Vangu (2014), “Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique
  43. William Tayler, Roy Zilberman (2014), “Macroprudential Regulation and the Role of Monetary Policy
  44. Celso José Costa Junior, Armando Vaz Sampaio (2014), “Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy” (source)
  45. Jeffrey Sheen, Ben Z. Wang (2014), “An Estimated Small Open Economy Model with Labour Market Frictions
  46. Mariano Kulish, Adrian Pagan (2014), “Estimation and Solution of Models with Expectations and Structural Changes” (source)
  47. Rossana Merola (2014), “The role of financial frictions during the crisis: an estimated DSGE model” (source)
  48. Ivashchenko Sergey (2014), “Estimating nonlinear DSGE models with moments based methods” (source)
  49. Hui He, Kevin X. D. Huang, Sheng-Ti Hung (2014), “Are Recessions Good for Your Health? When Ruhm Meets GHH
  50. Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner (2014), “Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
  51. Tae-Seok Jang, Eiji Okano (2013), “Productivity shocks and monetary policy in a two-country model
  52. Ichiro Muto, Nao Sudo, Shunichi Yoneyama (2013), “Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?
  53. Michał Brzoza-Brzezina, Marcin Kolasa, Krzysztof Makarski (2013), “A penalty function approach to occasionally binding credit constraints
  54. Simone Meier (2013), “Financial Globalization and Monetary Transmission
  55. George Perendia, Chris Tsoukis (2012), “The Keynesian multiplier, news and fiscal policy rules in a DSGE model
  56. Alessandro Flamini, Guido Ascari, Lorenza Rossi (2012), “Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation
  57. Margarita Rubio, José A. Carrasco-Gallego (2012), “Macroprudential Measures, Housing Markets, and Monetary Policy
  58. Guido Traficante (2012), “Uncertain potential output: implications for monetary policy in small open economy
  59. Paolo Gelain, Kevin J. Lansing, Caterina Mendicino (2012), “House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
  60. Federico Di Pace, Matthias S. Hertweck (2012), “Labour Market Frictions, Monetary Policy and Durable Goods
  61. Christian Matthes, Francesca Rondina (2012), “Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information
  62. Cristina Fuentes-Albero (2012), “Financial Frictions, Financial Shocks, and Aggregate Volatility
  63. Sébastien Villemot (2012), “Accelerating the resolution of sovereign debt models using an endogenous grid method” (source)
  64. Michal Andrle (2012), “Understanding DSGE Filters in Forecasting and Policy Analysis
  65. 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)
  66. Hong Lan, Alexander Meyer-Gohde (2012), “Existence and Uniqueness of Perturbation Solutions in DSGE Models
  67. Matthieu Charpe, Stefan Kühn (2012), “Bargaining, Aggregate Demand and Employment” (source)
  68. Christoph Görtz, John D. Tsoukalas (2012), “News and Financial Intermediation in Aggregate and Sectoral Fluctuations” (source)
  69. Fabio Verona, Maik H. Wolters (2012), “Sticky Information Models in Dynare” (source)
  70. Paul Levine, Joseph Pearlman (2011), “Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints
  71. Cristiano Cantore, Paul Levine (2011), “Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics” (source)
  72. Michael Creel, Dennis Kristensen (2011), “Indirect Likelihood Inference” (source)
  73. Stéphane Adjemian, Antoine Devulder (2011), “Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro” (source)
  74. Lilia Maliar, Serguei Maliar, Sébastien Villemot (2011), “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions” (source)
  75. Marcelo Ferman (2011), “Switching Monetary Policy Regimes and the Nominal Term Structure” (source)
  76. Tom Holden (2011), “Products, patents and productivity persistence: A DSGE model of endogenous growth” (source)
  77. Mariano Kulish, Callum Jones (2011), “A Graphical Representation of an Estimated DSGE Model” (source)
  78. Sébastien Villemot (2011), “Solving rational expectations models at first order: what Dynare does
  79. 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