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New Keynesian DSGE models: theory, empirical implementation, and specification

Röhe, Oke (2012) New Keynesian DSGE models: theory, empirical implementation, and specification. PhD, Universität Regensburg.

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Date of publication of this fulltext: 07 Sep 2012 06:47

Abstract (English)

The core of the dissertation consists of three chapters. Chapter 2 provides a graphical and formal representation of a basic dynamic stochastic general equilibrium (DSGE) economy and discusses the prerequisites needed for an empirical implementation. The aim of this chapter is to present the core features of the models used in chapter 3 and 4 of this work and to introduce the estimation ...

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Translation of the abstract (German)

Der Kern der Dissertation besteht aus drei Kapiteln. Kapitel 2 liefert neben einer grafischen und formalen Darstellung eines prototypischen dynamischen stochastischen allgemeinen Gleichgewichtsmodells (DSGE) eine Übersicht über die für eine empirische Implementierung dieser Modelle notwendigen Schritte. Das Ziel dieses Kapitels ist es, die grundlegenden Charakteristika der in Kapitel 3 und 4 ...

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Item type:Thesis of the University of Regensburg (PhD)
Date:7 September 2012
Referee:Prof. Dr. Jürgen Jerger and Prof. David N. DeJong, Ph.D
Date of exam:10 August 2012
Institutions:Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Internationale und Monetäre Ökonomik (Prof. Dr. Jürgen Jerger)
Keywords:DSGE, EMU, monetary policy, structural breaks, quadratic adjustment costs, Bayesian methods
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:25659
Owner only: item control page

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