This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous ...

In this paper a two sector dynamic general equilibrium model is developed in order to evaluate the implications of the underground economy from a business cycle perspective. There are three main ...

Dynamic traffic assignment (DTA) models are integral to modern transportation research, offering frameworks to predict and optimise the flow of vehicles over time within complex networks. These models ...

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of ...

This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of ...

This post presents an update of the economic forecasts generated by the Federal Reserve Bank of New York’s dynamic stochastic ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Katrina Ávila Munichiello is an experienced ...

This article ( original research paper) proposes a systematic regression-based fundamental equity valuation model that can potentially be applied in areas such as quantitative finance and machine ...