{"title":"斯洛文尼亚经济的DSGE模型:模型估计和应用","authors":"A. Kuštrin","doi":"10.15458/ebr.87","DOIUrl":null,"url":null,"abstract":"The paper presents the estimation of a dynamic stochastic general equilibrium (DSGE) model for the Slovenian economy and its applications. The model, which is built in the tradition of New Keynesian models, closely follows the structure of the model developed by Adolfson et al. (2007) and Masten (2010). We estimate the model using a Bayesian method on quarterly Slovenian macroeconomic data covering the period 1995-2014. Beyond evaluating the properties of the estimated model, we discuss the role of various shocks in explaining macroeconomic fluctuations in the Slovenian economy to illustrate the model’s potential in structural business cycle analysis. DOI: 10.15458/ebr.87","PeriodicalId":30292,"journal":{"name":"Economic and Business Review","volume":"32 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A DSGE Model for the Slovenian Economy: Model Estimates and Application\",\"authors\":\"A. Kuštrin\",\"doi\":\"10.15458/ebr.87\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper presents the estimation of a dynamic stochastic general equilibrium (DSGE) model for the Slovenian economy and its applications. The model, which is built in the tradition of New Keynesian models, closely follows the structure of the model developed by Adolfson et al. (2007) and Masten (2010). We estimate the model using a Bayesian method on quarterly Slovenian macroeconomic data covering the period 1995-2014. Beyond evaluating the properties of the estimated model, we discuss the role of various shocks in explaining macroeconomic fluctuations in the Slovenian economy to illustrate the model’s potential in structural business cycle analysis. DOI: 10.15458/ebr.87\",\"PeriodicalId\":30292,\"journal\":{\"name\":\"Economic and Business Review\",\"volume\":\"32 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Economic and Business Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15458/ebr.87\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economic and Business Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15458/ebr.87","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A DSGE Model for the Slovenian Economy: Model Estimates and Application
The paper presents the estimation of a dynamic stochastic general equilibrium (DSGE) model for the Slovenian economy and its applications. The model, which is built in the tradition of New Keynesian models, closely follows the structure of the model developed by Adolfson et al. (2007) and Masten (2010). We estimate the model using a Bayesian method on quarterly Slovenian macroeconomic data covering the period 1995-2014. Beyond evaluating the properties of the estimated model, we discuss the role of various shocks in explaining macroeconomic fluctuations in the Slovenian economy to illustrate the model’s potential in structural business cycle analysis. DOI: 10.15458/ebr.87
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