The FRBNY DSGE model

Matthew Cocci, Marco Del Negro, Stefano Eusepi, Marc Giannoni, Raiden B. Hasegawa, M. Henry Linder, Argia Sbordone and Andrea Tambalotti

No 647, Staff Reports from Federal Reserve Bank of New York

Abstract: The goal of this paper is to present the dynamic stochastic general equilibrium (DSGE) model developed and used at the Federal Reserve Bank of New York. The paper describes how the model works, how it is estimated, how it rationalizes past history, including the Great Recession, and how it is used for forecasting and policy analysis.

Keywords: DSGE; models (search for similar items in EconPapers)
JEL-codes: C53 C54 E52 (search for similar items in EconPapers)
Date: 2013-10-01
New Economics Papers: this item is included in nep-dge, nep-for and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (25)

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