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Dynare Working Papers

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68: Efficacité de la politique budgétaire en RDC Downloads
Banza Mukalay, M’pya
67: Optimal Monetary Policy Under Bounded Rationality Downloads
Jonathan Benchimol and Lahcen Bounader
66: Frictions financières et Dynamique macroéconomique: Examen des régularités cycliques Downloads
Hénock M. Katuala
65: Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC: Quels instruments pour quels effets dans un modèle DSGE ? Downloads
Thierry Mvondo
64: Leçons macroéconomiques de la Covid-19: une analyse pour la RDC Downloads
Gilles Bertrand Umba, Yves Siasi and Grégoire Lumbala
63: Choc externes et activité économique en RD Congo: une analyse en équilibre général dynamique et stochastique (DSGE) Downloads
Gilles Bertrand Umba
62: Monetary policy rules for an open economy with financial frictions: A Bayesian approach Downloads
Augusto Aliaga Miranda
61: Optimal Monetary Policy and Uncertainty Shocks Downloads
Deaha Cho, Yoonshin Han, Joonseok Oh and Anna Rogantini Picco
60: Switching Volatility in a Nonlinear Open Economy Downloads
Jonathan Benchimol and Sergey Ivashchenko
59: Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models Downloads
Phuong Van Nguyen
58: More Gray, More Volatile? Aging and (Optimal) Monetary Policy Downloads
Dániel Baksa and Zsuzsa Munkacsi
57: Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte: Cas de la RD Congo Downloads
Gilles Bertrand Umba
56: The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model Downloads
Phuong Van Nguyen
55: Intrinsic persistence of wage inflation in New Keynesian models of the business cycles Downloads
Giovanni Di Bartolomeo and Marco Di Pietro
54: Optimal monetary policy in a New Keynesian model with heterogeneous expectations Downloads
Giovanni Di Bartolomeo, Marco Di Pietro and Bianca Giannini
53: Quest for Robust Optimal Macroprudential Policy Downloads
Pablo Aguilar, Stephan Fahr, Eddie Gerba and Samuel Hurtado
52: Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario Downloads
Aldo Rodríguez
51: The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg Downloads
Benjamin Born and Johannes Pfeifer
50: Macroeconomic Effects of Financial Shocks: Comment Downloads
Johannes Pfeifer
49: Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy Downloads
Aliya Algozhina
48: R.E.M. 2.0, An estimated DSGE model for Romania Downloads
Mihai Copaciu, Valeriu Nalban and Cristian Bulete
47: An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models Downloads
Yuan Yang and Lu Wang
46: Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality Downloads
Tae-Seok Jang
45: Search-and-matching frictions and labor market dynamics in Latvia Downloads
Ginters Buss
44: Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path Downloads
Viktors Ajevskis
43: The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium Downloads
Tim Schwarzmüller and Maik Wolters
42: Financial frictions in a DSGE model for Latvia Downloads
Ginters Buss
41: Choosing the variables to estimate singular DSGE models: Comment Downloads
Nikolay Iskrev
40: Forecasting with DSGE models with financial frictions Downloads
Marcin Kolasa and Michał Rubaszek
39: Risk Matters: A Comment Downloads
Benjamin Born and Johannes Pfeifer
38: Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique Downloads
Jean-Paul Tsasa
37: Macroprudential Regulation and the Role of Monetary Policy Downloads
William Tayler and Roy Zilberman
36: Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy Downloads
Celso Costa Junior and Armando Vaz Sampaio
35: An Estimated Small Open Economy Model with Labour Market Frictions Downloads
Jeffrey Sheen and Ben Wang
34: Estimation and Solution of Models with Expectations and Structural Changes Downloads
Mariano Kulish and Adrian Pagan
33: The role of financial frictions during the crisis: an estimated DSGE model Downloads
Rossana Merola
32: Estimating nonlinear DSGE models with moments based methods Downloads
Sergey Ivashchenko
31: Are Recessions Good for Your Health? When Ruhm Meets GHH Downloads
Hui He, Kevin Huang and Sheng-Ti Hung
30: Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications Downloads
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner
29: Productivity shocks and monetary policy in a two-country model Downloads
Tae-Seok Jang and Eiji Okano
28: Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors? Downloads
Ichiro Muto, Nao Sudo and Shunichi Yoneyama
27: A penalty function approach to occasionally binding credit constraints Downloads
Michal Brzoza-Brzezina, Marcin Kolasa and Krzysztof Makarski
26: Financial Globalization and Monetary Transmission Downloads
Simone Meier
25: The Keynesian multiplier, news and fiscal policy rules in a DSGE model Downloads
George Perendia and Christopher Tsoukis
24: Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation Downloads
Alessandro Flamini, Guido Ascari and Lorenza Rossi
23: Macroprudential Measures, Housing Markets, and Monetary Policy Downloads
Margarita Rubio and José Carrasco-Gallego
22: Uncertain potential output: implications for monetary policy in small open economy Downloads
Guido Traficante
21: House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy Downloads
Paolo Gelain, Kevin Lansing and Caterina Mendicino
20: Labour Market Frictions, Monetary Policy and Durable Goods Downloads
Federico Di Pace and Matthias Hertweck
19: Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information Downloads
Christian Matthes and Francesca Rondina
18: Financial Frictions, Financial Shocks, and Aggregate Volatility Downloads
Cristina Fuentes-Albero
17: Accelerating the resolution of sovereign debt models using an endogenous grid method Downloads
Sébastien Villemot
16: Understanding DSGE Filters in Forecasting and Policy Analysis Downloads
Michal Andrle
15: A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes Downloads
Guillermo Escudé
14: Existence and Uniqueness of Perturbation Solutions in DSGE Models Downloads
Hong Lan and Alexander Meyer-Gohde
13: Bargaining, Aggregate Demand and Employment Downloads
Matthieu Charpe and Stefan Kühn
12: News and Financial Intermediation in Aggregate and Sectoral Fluctuations Downloads
Christoph Görtz and John Tsoukalas
11: Sticky Information Models in Dynare Downloads
Fabio Verona and Maik Wolters
10: Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints Downloads
Paul Levine and Joseph Pearlman
9: Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics Downloads
Cristiano Cantore and Paul Levine
8: Indirect Likelihood Inference Downloads
Michael Creel and Dennis Kristensen
7: Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro Downloads
Stéphane Adjemian and Antoine Devulder
6: Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions Downloads
Lilia Maliar, Serguei Maliar and Sébastien Villemot
5: Switching Monetary Policy Regimes and the Nominal Term Structure Downloads
Marcelo Ferman
4: Products, patents and productivity persistence: A DSGE model of endogenous growth Downloads
Tom Holden
3: A Graphical Representation of an Estimated DSGE Model Downloads
Mariano Kulish and Callum Jones
2: Solving rational expectations models at first order: what Dynare does Downloads
Sébastien Villemot
1: Dynare: Reference Manual Version 4 Downloads
Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, Marco Ratto and Sébastien Villemot
Page updated 2021-06-21
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