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Transmission of news shocks in a small open economy DSGE model - MaRDI portal

Transmission of news shocks in a small open economy DSGE model

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Publication:478017

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DOI10.1504/IJMMNO.2014.059940zbMath1303.91120OpenAlexW2020141331MaRDI QIDQ478017

Ashish Rajbhandari

Publication date: 10 December 2014

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2014.059940

zbMATH Keywords

MCMC DSGE models open economy macroeconomics news shocks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Numerical analysis or methods applied to Markov chains (65C40) Dynamic stochastic general equilibrium theory (91B51)

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