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9783659691638: Bayesian Estimation of DSGE Models: with special focus on Housing sector

Synopsis

Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research.

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Présentation de l'éditeur

Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research.

Biographie de l'auteur

My name is Milan Bouda. I finished studies of Econometrics and I was rewarded by Ph.D. at the University of Economics in Prague. My professional interest is mainly in Credit Risk & Banking. I worked for two high street banks in the Czech Republic. My current position in Bank of America is focused on Enterprise Analytics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

  • ÉditeurLAP LAMBERT Academic Publishing
  • Date d'édition2015
  • ISBN 10 3659691631
  • ISBN 13 9783659691638
  • ReliureBroché
  • Langueanglais
  • Nombre de pages192
  • Coordonnées du fabricantnon disponible

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Bouda MilanMy name is Milan Bouda. I finished studies of Econometrics and I was rewarded by Ph.D. at the University of Economics in Prague. My professional interest is mainly in Credit Risk & Banking. I worked for two high street ban. N° de réf. du vendeur 22113716

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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research. N° de réf. du vendeur 9783659691638

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research. 192 pp. Englisch. N° de réf. du vendeur 9783659691638

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Taschenbuch. Etat : Neu. Neuware -Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research.Books on Demand GmbH, Überseering 33, 22297 Hamburg 192 pp. Englisch. N° de réf. du vendeur 9783659691638

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Paperback. Etat : Brand New. 192 pages. 8.86x6.06x0.59 inches. In Stock. N° de réf. du vendeur 3659691631

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