IMF Publications by Subject
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Dynamic stochastic general equilibrium models:
2024
Title: U.S. Inflation Expectations During the Pandemic
Series: Working Paper No. 2024/025
Date: February 9, 2024
Subject: Dynamic stochastic general equilibrium models Econometric analysis Economic forecasting Economic theory Income Inflation National accounts Prices Rational expectations
2020
Title: How Loose, How Tight? A Measure of Monetary and Fiscal Stance for the Euro Area
Series: Working Paper No. 2020/086
Date: June 5, 2020
Subject: Dynamic stochastic general equilibrium models Econometric analysis Expenditure Financial crises Fiscal policy Fiscal stance
2017
Title: Monetary Policy and the Relative Price of Durable Goods
Series: Working Paper No. 2017/290
Date: December 22, 2017
Subject: Consumption Dynamic stochastic general equilibrium models Housing Housing prices Inflation National accounts Prices Sticky prices
2016
Title: VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Series: Working Paper No. 2016/090
Date: April 11, 2016
Subject: Dynamic stochastic general equilibrium models Econometric analysis Economic theory Environment Structural vector autoregression Supply shocks Vector autoregression
2015
Title: Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2015/227
Date: October 28, 2015
Subject: Bank credit Banking Central bank policy rate Consumption Dynamic stochastic general equilibrium models Econometric analysis Financial services Inflation Market interest rates National accounts Prices
2014
Title: Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2014/200
Date: October 30, 2014
Subject: Central bank policy rate Consumption Dynamic stochastic general equilibrium models Econometric analysis Inflation International trade National accounts Prices Return on investment Terms of trade
2013
Title: System Priors: Formulating Priors about DSGE Models' Properties
Series: Working Paper No. 2013/257
Date: December 19, 2013
Subject: Dynamic stochastic general equilibrium models Econometric models Inflation targeting Labor
Title: Understanding DSGE Filters in Forecasting and Policy Analysis
Series: Working Paper No. 2013/098
Date: May 8, 2013
Subject: Dynamic stochastic general equilibrium models Economic forecasting Inflation Output gap
2012
Title: Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions
Series: Working Paper No. 2012/021
Date: January 1, 2012
Subject: Banking Dynamic stochastic general equilibrium models Econometric analysis Economic forecasting Economic theory Financial frictions Financial markets Financial sector policy and analysis Financial stability assessment Interbank markets
2011
Title: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
Series: Working Paper No. 2011/219
Date: September 1, 2011
Subject: Deflation Demand for money Dynamic stochastic general equilibrium models Econometric analysis Industrial production Inflation Monetary base Money Prices
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