An estimated stochastic dynamic general equilibrium model of the euro area:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
European Central Bank
2002
|
| Series: | Working paper series / European Central Bank
171 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 69 S. |
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| 245 | 1 | 0 | |a An estimated stochastic dynamic general equilibrium model of the euro area |c by Frank Smets and Raf Wouters |
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Record in the Search Index
| _version_ | 1807504021066350592 |
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| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
.
INTRODUCTION
7
2.
AN
SDGE
MODEL
FOR
THE
EURO
AREA
9
2.
1
THE
HOUSEHOLD
SECTOR
9
2.1.1
CONSUMPTION
AND
SAVINGS
BEHAVIOUR
11
2.
1
.2
LABOUR
SUPPLY
DECISIONS
AND
THE
WAGE
SETTING
EQUATION
11
2.
1
.3
INVESTMENT
AND
CAPITAL
ACCUMULATION
1
3
2.2
TECHNOLOGIES
AND
FIRMS
14
2.2.
1
FINAL-GOOD
SECTOR
14
2.2.2
INTERMEDIATE
GOODS
PRODUCERS
15
2.3
MARKET
EQUILIBRIUM
1
6
2.4
THE
LINEARISED
MODEL
1
7
3.
ESTIMATION
RESULTS
1
9
3.1
ESTIMATION
METHODOLOGY
19
3.2
PARAMETER
ESTIMATES
23
3.3
ASSESSING
THE
EMPIRICAL
PERFORMANCE
OF
THE
ESTIMATED
SDGE
MODEL
25
3.3.
1
COMPARING
THE
ESTIMATED
SDGE
MODEL
WITH
VARS
25
3.3.2
COMPARISON
OF
EMPIRICAL
AND
MODEL-BASED
CROSS-COVARIANCES
27
4.
WHAT
STRUCTURAL
SHOCKS
DRIVE
THE
EURO
AREA
ECONOMY?
28
4.
1
IMPULSE
RESPONSE
ANALYSIS
28
4.2
VARIANCE
DECOMPOSITION
29
4.3
HISTORICAL
DECOMPOSITION
3
1
5.
OUTPUT
AND
INTEREST
RATE
GAPS:
AN
APPLICATION
3
1
6.
CONCLUSIONS
33
REFERENCES
36
TABLES
&
FIGURES
40
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
66 |
| any_adam_object | 1 |
| author | Smets, Frank Wouters, Rafael 1960- |
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| bvnumber | BV014825331 |
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| id | DE-604.BV014825331 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-16T01:02:40Z |
| institution | BVB |
| language | English |
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| physical | 69 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
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| publisher | European Central Bank |
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| series2 | Working paper series / European Central Bank |
| spelling | Smets, Frank Verfasser (DE-588)11386521X aut An estimated stochastic dynamic general equilibrium model of the euro area by Frank Smets and Raf Wouters Frankfurt am Main European Central Bank 2002 69 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 171 Wouters, Rafael 1960- Verfasser (DE-588)124080553 aut European Central Bank Working paper series 171 (DE-604)BV012681744 171 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010032544&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Smets, Frank Wouters, Rafael 1960- An estimated stochastic dynamic general equilibrium model of the euro area |
| title | An estimated stochastic dynamic general equilibrium model of the euro area |
| title_auth | An estimated stochastic dynamic general equilibrium model of the euro area |
| title_exact_search | An estimated stochastic dynamic general equilibrium model of the euro area |
| title_full | An estimated stochastic dynamic general equilibrium model of the euro area by Frank Smets and Raf Wouters |
| title_fullStr | An estimated stochastic dynamic general equilibrium model of the euro area by Frank Smets and Raf Wouters |
| title_full_unstemmed | An estimated stochastic dynamic general equilibrium model of the euro area by Frank Smets and Raf Wouters |
| title_short | An estimated stochastic dynamic general equilibrium model of the euro area |
| title_sort | an estimated stochastic dynamic general equilibrium model of the euro area |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010032544&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT smetsfrank anestimatedstochasticdynamicgeneralequilibriummodeloftheeuroarea AT woutersrafael anestimatedstochasticdynamicgeneralequilibriummodeloftheeuroarea |