Dynare Working Papers

From CEPREMAP
Contact information at EDIRC.
Bibliographic data for series maintained by Sébastien Villemot ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

82: Determinacy in Multi-Country DSGE Models: The Role of Pricing Paradigms and Economic Openness

Stefan Girstmair

81: Monetary Asymmetries without (and with) Price Stickiness

Ivan Jaccard

80: Dynare: Reference Manual, Version 6

Stéphane Adjemian, Michel Juillard, Fréderic Karamé, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion and Sébastien Villemot

79: Impact de la guerre russo-ukrainienne sur le cours des produits de base exportés par les pays de la CEMAC

Louis Henri Ngah Ntiga and Laureine Badjeck Mvondo

78: Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve

Gaygysyz Guljanov, Willi Mutschler and Mark Trede

77: Credit-Supply Factors and Malawian Business Cycles

Thomson Kumwenda, Ronald Mangani, Jacob Mazalale and Exley Silumbu

76: Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise

Louis Henri Ngah Ntiga

75: Choosing the European Fiscal Rule

Ginters Buss, Patrick Grüning and Olegs Tkacevs

74: Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis

Pablo Nebbi Rivera Moreno and Karol Lorena Triana Montaño

73: Fiscal Multipliers and Evidence on Effectiveness of Fiscal Policy in Malawi

Thomson Kumwenda

72: Dynare: Reference Manual Version 5

Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé, Ferhat Mihoubi, Willi Mutschler, Johannes Pfeifer, Marco Ratto, Normann Rion and Sébastien Villemot

71: Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics

Stéphane Adjemian, Frédéric Karamé and Francois Langot

70: The Effects of Money-financed Fiscal Stimulus in a Small Open Economy

Eiji Okano and Masataka Eguchi

69: Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)

Siméon Koffi

68: Efficacité de la politique budgétaire en RDC

Banza Mukalay, M’pya

67: Optimal Monetary Policy Under Bounded Rationality

Jonathan Benchimol and Lahcen Bounader

66: Frictions financières et Dynamique macroéconomique: Examen des régularités cycliques

Hénock M. Katuala

65: Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC: Quels instruments pour quels effets dans un modèle DSGE ?

Thierry Mvondo

64: Leçons macroéconomiques de la Covid-19: une analyse pour la RDC

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)

Gilles Bertrand Umba

62: Monetary policy rules for an open economy with financial frictions: A Bayesian approach

Augusto Aliaga Miranda

61: Optimal Monetary Policy and Uncertainty Shocks

Deaha Cho, Yoonshin Han, Joonseok Oh and Anna Rogantini Picco

60: Switching Volatility in a Nonlinear Open Economy

Jonathan Benchimol and Sergey Ivashchenko

59: Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models

Phuong Van Nguyen

58: More Gray, More Volatile? Aging and (Optimal) Monetary Policy

Dániel Baksa and Zsuzsa Munkacsi

57: Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte: Cas de la RD Congo

Gilles Bertrand Umba

56: The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model

Phuong Van Nguyen

55: Intrinsic persistence of wage inflation in New Keynesian models of the business cycles

Giovanni Di Bartolomeo and Marco Di Pietro

54: Optimal monetary policy in a New Keynesian model with heterogeneous expectations

Giovanni Di Bartolomeo, Marco Di Pietro and Bianca Giannini

53: Quest for Robust Optimal Macroprudential Policy

Pablo Aguilar, Stephan Fahr, Eddie Gerba and Samuel Hurtado

52: Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario

Aldo Rodríguez

51: The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg

Benjamin Born and Johannes Pfeifer

50: Macroeconomic Effects of Financial Shocks: Comment

Johannes Pfeifer

49: Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy

Aliya Algozhina

48: R.E.M. 2.0, An estimated DSGE model for Romania

Mihai Copaciu, Valeriu Nalban and Cristian Bulete

47: An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models

Yuan Yang and Lu Wang

46: Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality

Tae-Seok Jang

45: Search-and-matching frictions and labor market dynamics in Latvia

Ginters Buss

44: Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path

Viktors Ajevskis

43: The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium

Tim Schwarzmüller and Maik Wolters

42: Financial frictions in a DSGE model for Latvia

Ginters Buss

41: Choosing the variables to estimate singular DSGE models: Comment

Nikolay Iskrev

40: Forecasting with DSGE models with financial frictions

Marcin Kolasa and Michał Rubaszek

39: Risk Matters: A Comment

Benjamin Born and Johannes Pfeifer

38: Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique

Jean-Paul Kimbambu Tsasa Vangu

37: Macroprudential Regulation and the Role of Monetary Policy

William Tayler and Roy Zilberman

36: Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy

Celso Costa Junior and Armando Vaz Sampaio

35: An Estimated Small Open Economy Model with Labour Market Frictions

Jeffrey Sheen and Ben Wang

34: Estimation and Solution of Models with Expectations and Structural Changes

Mariano Kulish and Adrian Pagan

33: The role of financial frictions during the crisis: an estimated DSGE model

Rossana Merola