Assessing DSGE Models with Capital Accumulation and Indeterminacy, Khramov, Vadim

Resource Information

The instance Assessing DSGE Models with Capital Accumulation and Indeterminacy, Khramov, Vadim represents a material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries. This resource is a combination of several types including: Instance, Electronic.

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Label

Assessing DSGE Models with Capital Accumulation and Indeterminacy, Khramov, Vadim

Statement of responsibility

Khramov, Vadim

Instantiates

• Assessing DSGE Models with Capital Accumulation and Indeterminacy

Publication

• Washington, D.C., International Monetary Fund, 2012

Note

Available in PDF, ePUB, and Mobi formats on the Internet

Carrier category

online resource

Carrier category code

• cr

Carrier MARC source

rdacarrier

Color

multicolored

Content category

text

Content type code

• txt

Content type MARC source

rdacontent

Contents

• Cover; Assessing DSGE Models with Capital Accumulation and Indeterminacy; Introduction; 1. Model; 1.1. Households; 1.2. Firms; 1.3. Monetary policy rules; 1.4. Dynamics of the model; 2. Model simulations; Tables; Table 1. Simulation results of the model. Theoretical moments; Table 2. Simulation results of the model. Variance decomposition; Table 3. Simulation results of the model. Matrix of correlations; Table 4. Simulation results of the model. Coefficients of autocorrelation; 3. Empirical Approach; 3.1. Data; Figure
• Figure 1. Dynamics of U.S. output, inflation, nominal interest rate, consumption, and capital (in log deviations from the Hodrick-Prescott filtered trend), 1960:I -2008:I3.2. Estimation approach; Table 5. Sample moments for quarterly postwar U.S. data on output, inflation, nominal interest rates, consumption, and capital; 3.3. Prior Distributions; Table 6. Baseline calibration and prior distributions of the parameters of the model; 4. Estimation Results; Table 7. Priors and posterior estimation results of the model with indeterminacy for the pre-Volcker period (1960:I to 1979:II)
• Table 8. Priors and posterior estimation results of the model with indeterminacy for the post-1982 period5. Model comparison; Table 9. Bayesian comparison of versions of the model with determinacy and indeterminacy; Table 10. Bayesian comparison of the four versions of the model; Conclusions; References; Appendix 1. Firm's problem; Appendix 2. Log-linearization of the model; Appendix 3. Theoretical IRFs, model with indeterminacy; Appendix 4. Theoretical IRFs, model with determinacy; Appendix 5. Empirical correlation matrices; Appendix 6. Empirical autocorrelations

Control code

1044262011

Dimensions

unknown

Extent

1 online resource (35 pages)

Form of item

online

Isbn

9781475586404

Media category

computer

Media MARC source

rdamedia

Media type code

• c

Other control number

10.5089/9781475586404.001

Record ID

.b49107549

Specific material designation

remote

System control number

• imfWPIEA2012083
• (IMF)WPIEA2012083
• (OCoLC)1044262011