The role of labor markets in monetary DSGE models and robust monetary policy:
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2006
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Enth. 4 Sonderabdr. aus verschiedenen Zeitschr. und Publ. |
| Physical Description: | XV, 218 S. graph. Darst. 21 cm |
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MARC
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| 245 | 1 | 0 | |a The role of labor markets in monetary DSGE models and robust monetary policy |c vorgelegt von Keith Küster |
| 264 | 1 | |c 2006 | |
| 300 | |a XV, 218 S. |b graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Enth. 4 Sonderabdr. aus verschiedenen Zeitschr. und Publ. | ||
| 502 | |a Frankfurt (Main), Univ., Diss., 2006 | ||
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Record in the Search Index
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| adam_text | Contents
Abstract m
List of Papers rV
List of Figures X*
List of Tables XIH
A Bird s eye View and an Outlook 1
1 Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the
Area Wide Model 17
1.1 Introduction 1
1.2 The Modelling Framework 19
1.3 The Area Wide Model 23
1.3.1 Evaluation of Given Policy Rules 24
1.3.2 Well Anchored Expectations 26
1.4 Optimal Policy 27
1.4.1 Optimized Simple Rules 28
1.4.2 Benchmarking Against Fully Optimal Policies 32
1.5 Optimal Forecast Horizons 35
1.5.1 Optimal Forecast Horizons for Inflation 35
1.5.2 Optimal Forecast Horizons for both the Output Gap and Inflation .... 38
1.6 Conclusions 39
VI
Contents VII
1.7 References 41
l.A Determinacy Regions 46
l.B Additional Table for Forecast Horizons 48
l.C Empirical Variance Covariance Matrix and Data 48
l.D Calculation of Optimal Policy 49
l.E Upper Bound on o r for Discretion 49
2 Insurance Policies for Monetary Policy for the Euro Area 51
2.1 Introduction 52
2.2 The Models 53
2.3 Policy Performance Across Models 56
2.3.1 Rules Across Models 57
2.3.2 The Bayesian Perspective 60
2.3.3 Fault Tolerance of Bayesian Policy 61
2.4 Perspectives on Robustness 63
2.4.1 Rill Insurance 63
2.4.2 A Compromise 65
2.4.3 Non Quadratic Preferences 66
2.5 Conclusions 68
2.6 References 70
2.A Detailed Model Description 73
2.A.1 The Coenen and Wieland Models 73
2.A.2 The Smets and Wouters Model 73
2.A.3 The Area Wide Model 73
2.B The Minimax Algorithm 74
2.C Bayesian Priors From Unconstrained Minimax 77
2 J) Non quadratic Preferences 77
2.E Standard Deviations and Losses 81
2.E.1 Single model policy 81
Contents
2.E.2 Flat Bayesian Priors 85
2.E.3 Minimax and Ambiguity Averse 86
2.F Relative Performance 88
2.F.1 Single Models 88
2.F.2 Flat Bayesian Priors 92
2.F.3 Minimax and Ambiguity Averse 93
2.F.4 Miniroax and CW T Ambiguity Averse Implied Priors 95
2 .F.5 Insurance Premium: Plots of Minimax Losses 97
3 Real Price and Wage Rigidities in a Model with Matching Frictions 98
3.1 Introduction 99
3.2 The Model 102
3.2.1 Consumers 103
3.2.2 Production 105
3.2.2.1 Firms 106
3.2.3 Government 110
3.2.3.1 Monetary Policy 110
3.2.3.2 Fiscal Policy Ill
3.2.4 Market Clearing Ill
3.3 Wage and Price Stickiness 112
3.4 Evaluating the Model 116
3.5 Conclusions 125
3.6 References 128
3.A Steady State and Calibration 132
3.A.1 Household conditions 132
3.A.2 Firm conditions 132
3.A.3 Matching Market 133
3.A.4 Goods market clearing 133
3.A.5 Calibration 133
Contents DC
3.B Source of Data 134
3.C Sensitivity 137
3.C.1 Case 2 137
3.C.2 Case 3 139
3.C.3 Case 4 141
4 Identifying the Role of Labor Markets for Monetary Policy in an Estimated
DSGE Model 143
4.1 Introduction 144
4.2 The Model 146
4.2.1 Households Consumption and Saving Decision 146
4.2.2 Production 147
4.2.2.1 Intermediate Goods Producers 148
4.2.2.2 Wholesale Sector 153
4.2.2.3 Retail Firms 154
4.2.3 The Wage Inflation Channel in the Linearized Model 155
4.2.4 Monetary Policy 157
4.3 Calibration and Priors 157
4.4 Estimation Results 163
4.5 The Labor Market and the Dynamics of the Economy 165
4.6 Conclusions 177
4.7 References 179
4.A Linearized Model 182
4.A.I Equations independent of the right to manage specification 182
4.A.2 First order conditions of bargaining with right to manage 183
4.A.2.1 Hours 183
4.A.2.2 Real wage rate 183
4.B Data 185
4.C Further Estimation Statistics for the Parameters 188
Contents X
4.D Cross correlation 189
4.E Flexible Labor Market Experiments 191
4.F Nominal Wage Adjustment Costs and Calvo Wage Rigidity 193
4.7 References 215
List of Figures
1.1 Impulse Responses 25
1.2 Optimal Policy Frontiers 32
1.3 Optimal Forecast Horizon 36
1.4 Optimal Parameters 37
1.5 Determinacy regions 46
2.1 Autocorrelation Functions 54
2.2 Impulse Responses 55
2.3 Fault Tolerance for Flat Bayesian Priors 62
2.4 Fault Intolerance for Full Insurance Policy 65
2.5 Loss for Symmetric Zone for Varying f 79
2.6 Share of Loss for Symmetric Zone for Varying £ 80
2.7 Minimax Losses vs. Bayesian Losses 97
3.1 Impulse Responses of Estimated SVAR and DSGE Model 121
3.2 Sampling Distribution of Estimated Parameters 127
3.3 Impulse Responses Sensitivity Case 2 138
3.4 Impulse Responses Sensitivity Case 3 140
3.5 Impulse Responses Sensitivity Case 4 142
4.1 Impulse Responses to 1% Inflation Target Shock 167
4.2 Impulse Responses to 1% Vacancy Posting Cost Shock 170
4.3 Error Decomposition 172
4.4 Impulse Responses to 1% Technology Shock. 174
XI
List of Figures XII
4.5 Impulse Responses to 1% Preference Shock 175
4.6 Plots of the Detrended and Demeaned Series 186
4.7 Cross Correlations 190
List of Tables
1.1 Performance of Given Policy Rules 25
1.2 Optimized Policy Under Contemporaneous Rule 28
1.3 Optimized Policy Under Lagged Rule 29
1.4 Optimized Policy Under Forecast Based Rule 30
1.5 Gains in Stabilization Relative to a Contemporaneous Simple Rule 34
1.6 Optimized Forecast Horizons for Output Gap and Inflation 38
1.7 Optimized Policy Under Different Forecast Horizons for Inflation 48
2.1 Standard Deviations 56
2.2 Optimized Simple Rules 57
2.3 Robustness of Rules Optimized for a Specific Model: Relative Losses 58
2.4 Robustness of Model Specific Rules: Implied Inflation Premia 59
2.5 Flat Bayesian Priors versus Model Specific Simple Rules 60
2.6 Minimax Policy Relative to Model Specific Rules 63
2.7 Minimax Implied Priors 64
2.8 Ambiguity Averse CW T Policy Across Models 66
2.9 Ambiguity Averse CW T Implied Priors 67
2.10 Minimax Policy Non Quadratic Preferences 67
2.11 Non Quadratic Preferences Implied Priors 68
2.12 Basic Characteristics of the Four Macro models 74
2.13 Standard Deviations and Levels of Losses for Single Reference Models 81
2.14 Standard Deviations and Levels of Losses for Single Reference Models 82
XIII
List of Tables **X
2.15 Standard Deviations and Levels of Losses for Single Reference Models 83
2.16 Standard Deviations and Levels of Losses for Single Reference Models 84
2.17 Standard Deviations and Levels of Losses 85
2.18 Standard Deviations and Levels of Losses 86
2.19 Standard Deviations and Levels of Losses 87
2.20 Performance Relative to First best Simple 88
2.21 Performance Relative to First best Simple 89
2.22 Performance Relative to First best Simple 90
2.23 Performance Relative to First best Simple 91
2.24 Performance Relative to First best Simple 92
2.25 Performance Relative to First best Simple 93
2.26 Performance Relative to First best Simple 94
2.27 Minimax Implied Priors 95
2.28 Ambiguity Averse CW T Implied Priors 96
3.1 Forecast Error Variance Decomposition 119
3.2 Fixed Parameters 120
3.3 Parameter Estimates 123
3.4 Data Description and Sources Benchmark Model 134
3.5 Description of Additional Data for Sensitivity Analysis 135
3.6 Data Used in the Benchmark Analysis 135
3.7 Data Used in the Sensitivity Analysis 136
3.8 Parameter Estimates Sensitivity Case 2 137
3.9 Parameter Estimates Sensitivity Case 3 139
3.10 Parameter Estimates Sensitivity Case 4 141
4.1 Fixed Parameters 160
4.2 Estimated Parameters at the Posterior Mode 163
4.3 Model Second Moments Relative to Data 164
4.4 Log Marginal Data Densities 165
List of Tables XV
4.5 Persistence Measures 165
4.6 Forecast Error Variance Decomposition 171
4.7 Data Description and Sources 185
4.8 Standard Deviation and Persistence 187
4.9 Cross correlations 187
4.10 Summary Statistics for Estimated Parameters 188
|
| adam_txt |
Contents
Abstract m
List of Papers rV
List of Figures X*
List of Tables XIH
A Bird's eye View and an Outlook 1
1 Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the
Area Wide Model 17
1.1 Introduction 1"
1.2 The Modelling Framework 19
1.3 The Area Wide Model 23
1.3.1 Evaluation of Given Policy Rules 24
1.3.2 Well Anchored Expectations 26
1.4 Optimal Policy 27
1.4.1 Optimized Simple Rules 28
1.4.2 Benchmarking Against Fully Optimal Policies 32
1.5 Optimal Forecast Horizons 35
1.5.1 Optimal Forecast Horizons for Inflation 35
1.5.2 Optimal Forecast Horizons for both the Output Gap and Inflation . 38
1.6 Conclusions 39
VI
Contents VII
1.7 References 41
l.A Determinacy Regions 46
l.B Additional Table for Forecast Horizons 48
l.C Empirical Variance Covariance Matrix and Data 48
l.D Calculation of Optimal Policy 49
l.E Upper Bound on o r for Discretion 49
2 Insurance Policies for Monetary Policy for the Euro Area 51
2.1 Introduction 52
2.2 The Models 53
2.3 Policy Performance Across Models 56
2.3.1 Rules Across Models 57
2.3.2 The Bayesian Perspective 60
2.3.3 Fault Tolerance of Bayesian Policy 61
2.4 Perspectives on Robustness 63
2.4.1 Rill Insurance 63
2.4.2 A Compromise 65
2.4.3 Non Quadratic Preferences 66
2.5 Conclusions 68
2.6 References 70
2.A Detailed Model Description 73
2.A.1 The Coenen and Wieland Models 73
2.A.2 The Smets and Wouters Model 73
2.A.3 The Area Wide Model 73
2.B The Minimax Algorithm 74
2.C Bayesian Priors From Unconstrained Minimax 77
2 J) Non quadratic Preferences 77
2.E Standard Deviations and Losses 81
2.E.1 Single model policy 81
Contents
2.E.2 Flat Bayesian Priors 85
2.E.3 Minimax and Ambiguity Averse 86
2.F Relative Performance 88
2.F.1 Single Models 88
2.F.2 Flat Bayesian Priors 92
2.F.3 Minimax and Ambiguity Averse 93
2.F.4 Miniroax and CW T Ambiguity Averse Implied Priors 95
2 .F.5 Insurance Premium: Plots of Minimax Losses 97
3 Real Price and Wage Rigidities in a Model with Matching Frictions 98
3.1 Introduction 99
3.2 The Model 102
3.2.1 Consumers 103
3.2.2 Production 105
3.2.2.1 Firms 106
3.2.3 Government 110
3.2.3.1 Monetary Policy 110
3.2.3.2 Fiscal Policy Ill
3.2.4 Market Clearing Ill
3.3 Wage and Price Stickiness 112
3.4 Evaluating the Model 116
3.5 Conclusions 125
3.6 References 128
3.A Steady State and Calibration 132
3.A.1 Household conditions 132
3.A.2 Firm conditions 132
3.A.3 Matching Market 133
3.A.4 Goods market clearing 133
3.A.5 Calibration 133
Contents DC
3.B Source of Data 134
3.C Sensitivity 137
3.C.1 Case 2 137
3.C.2 Case 3 139
3.C.3 Case 4 141
4 Identifying the Role of Labor Markets for Monetary Policy in an Estimated
DSGE Model 143
4.1 Introduction 144
4.2 The Model 146
4.2.1 Households' Consumption and Saving Decision 146
4.2.2 Production 147
4.2.2.1 Intermediate Goods Producers 148
4.2.2.2 Wholesale Sector 153
4.2.2.3 Retail Firms 154
4.2.3 The Wage Inflation Channel in the Linearized Model 155
4.2.4 Monetary Policy 157
4.3 Calibration and Priors 157
4.4 Estimation Results 163
4.5 The Labor Market and the Dynamics of the Economy 165
4.6 Conclusions 177
4.7 References 179
4.A Linearized Model 182
4.A.I Equations independent of the right to manage specification 182
4.A.2 First order conditions of bargaining with right to manage 183
4.A.2.1 Hours 183
4.A.2.2 Real wage rate 183
4.B Data 185
4.C Further Estimation Statistics for the Parameters 188
Contents X
4.D Cross correlation 189
4.E Flexible Labor Market Experiments 191
4.F Nominal Wage Adjustment Costs and Calvo Wage Rigidity 193
4.7 References 215
List of Figures
1.1 Impulse Responses 25
1.2 Optimal Policy Frontiers 32
1.3 Optimal Forecast Horizon 36
1.4 Optimal Parameters 37
1.5 Determinacy regions 46
2.1 Autocorrelation Functions 54
2.2 Impulse Responses 55
2.3 Fault Tolerance for Flat Bayesian Priors 62
2.4 Fault Intolerance for Full Insurance Policy 65
2.5 Loss for Symmetric Zone for Varying f 79
2.6 Share of Loss for Symmetric Zone for Varying £ 80
2.7 Minimax Losses vs. Bayesian Losses 97
3.1 Impulse Responses of Estimated SVAR and DSGE Model 121
3.2 Sampling Distribution of Estimated Parameters 127
3.3 Impulse Responses Sensitivity Case 2 138
3.4 Impulse Responses Sensitivity Case 3 140
3.5 Impulse Responses Sensitivity Case 4 142
4.1 Impulse Responses to 1% Inflation Target Shock 167
4.2 Impulse Responses to 1% Vacancy Posting Cost Shock 170
4.3 Error Decomposition 172
4.4 Impulse Responses to 1% Technology Shock. 174
XI
List of Figures XII
4.5 Impulse Responses to 1% Preference Shock 175
4.6 Plots of the Detrended and Demeaned Series 186
4.7 Cross Correlations 190
List of Tables
1.1 Performance of Given Policy Rules 25
1.2 Optimized Policy Under Contemporaneous Rule 28
1.3 Optimized Policy Under Lagged Rule 29
1.4 Optimized Policy Under Forecast Based Rule 30
1.5 Gains in Stabilization Relative to a Contemporaneous Simple Rule 34
1.6 Optimized Forecast Horizons for Output Gap and Inflation 38
1.7 Optimized Policy Under Different Forecast Horizons for Inflation 48
2.1 Standard Deviations 56
2.2 Optimized Simple Rules 57
2.3 Robustness of Rules Optimized for a Specific Model: Relative Losses 58
2.4 Robustness of Model Specific Rules: Implied Inflation Premia 59
2.5 Flat Bayesian Priors versus Model Specific Simple Rules 60
2.6 Minimax Policy Relative to Model Specific Rules 63
2.7 Minimax Implied Priors 64
2.8 Ambiguity Averse CW T Policy Across Models 66
2.9 Ambiguity Averse CW T Implied Priors 67
2.10 Minimax Policy Non Quadratic Preferences 67
2.11 Non Quadratic Preferences Implied Priors 68
2.12 Basic Characteristics of the Four Macro models 74
2.13 Standard Deviations and Levels of Losses for Single Reference Models 81
2.14 Standard Deviations and Levels of Losses for Single Reference Models 82
XIII
List of Tables **X
2.15 Standard Deviations and Levels of Losses for Single Reference Models 83
2.16 Standard Deviations and Levels of Losses for Single Reference Models 84
2.17 Standard Deviations and Levels of Losses 85
2.18 Standard Deviations and Levels of Losses 86
2.19 Standard Deviations and Levels of Losses 87
2.20 Performance Relative to First best Simple 88
2.21 Performance Relative to First best Simple 89
2.22 Performance Relative to First best Simple 90
2.23 Performance Relative to First best Simple 91
2.24 Performance Relative to First best Simple 92
2.25 Performance Relative to First best Simple 93
2.26 Performance Relative to First best Simple 94
2.27 Minimax Implied Priors 95
2.28 Ambiguity Averse CW T Implied Priors 96
3.1 Forecast Error Variance Decomposition 119
3.2 Fixed Parameters 120
3.3 Parameter Estimates 123
3.4 Data Description and Sources Benchmark Model 134
3.5 Description of Additional Data for Sensitivity Analysis 135
3.6 Data Used in the Benchmark Analysis 135
3.7 Data Used in the Sensitivity Analysis 136
3.8 Parameter Estimates Sensitivity Case 2 137
3.9 Parameter Estimates Sensitivity Case 3 139
3.10 Parameter Estimates Sensitivity Case 4 141
4.1 Fixed Parameters 160
4.2 Estimated Parameters at the Posterior Mode 163
4.3 Model Second Moments Relative to Data 164
4.4 Log Marginal Data Densities 165
List of Tables XV
4.5 Persistence Measures 165
4.6 Forecast Error Variance Decomposition 171
4.7 Data Description and Sources 185
4.8 Standard Deviation and Persistence 187
4.9 Cross correlations 187
4.10 Summary Statistics for Estimated Parameters 188 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Küster, Keith 1978- |
| author_GND | (DE-588)12929098X |
| author_facet | Küster, Keith 1978- |
| author_role | aut |
| author_sort | Küster, Keith 1978- |
| author_variant | k k kk |
| building | Verbundindex |
| bvnumber | BV022505195 |
| ctrlnum | (OCoLC)180858204 (DE-599)BVBBV022505195 |
| dewey-full | 332.46094 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.46094 |
| dewey-search | 332.46094 |
| dewey-sort | 3332.46094 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Thesis Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV022505195 |
| illustrated | Illustrated |
| index_date | 2024-07-02T17:57:13Z |
| indexdate | 2024-07-09T20:59:04Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015712195 |
| oclc_num | 180858204 |
| open_access_boolean | |
| owner | DE-12 DE-188 |
| owner_facet | DE-12 DE-188 |
| physical | XV, 218 S. graph. Darst. 21 cm |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| record_format | marc |
| spelling | Küster, Keith 1978- Verfasser (DE-588)12929098X aut The role of labor markets in monetary DSGE models and robust monetary policy vorgelegt von Keith Küster 2006 XV, 218 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Enth. 4 Sonderabdr. aus verschiedenen Zeitschr. und Publ. Frankfurt (Main), Univ., Diss., 2006 Geldpolitik (DE-588)4019902-2 gnd rswk-swf Arbeitsmarkt (DE-588)4002733-8 gnd rswk-swf Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Dynamisches Gleichgewicht (DE-588)4228432-6 gnd rswk-swf Lohnstarrheit (DE-588)4139092-1 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Geldpolitik (DE-588)4019902-2 s Unsicherheit (DE-588)4186957-6 s Arbeitsmarkt (DE-588)4002733-8 s Konjunkturzyklus (DE-588)4032134-4 s DE-188 Dynamisches Gleichgewicht (DE-588)4228432-6 s Lohnstarrheit (DE-588)4139092-1 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015712195&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Küster, Keith 1978- The role of labor markets in monetary DSGE models and robust monetary policy Geldpolitik (DE-588)4019902-2 gnd Arbeitsmarkt (DE-588)4002733-8 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Lohnstarrheit (DE-588)4139092-1 gnd Unsicherheit (DE-588)4186957-6 gnd |
| subject_GND | (DE-588)4019902-2 (DE-588)4002733-8 (DE-588)4032134-4 (DE-588)4228432-6 (DE-588)4139092-1 (DE-588)4186957-6 (DE-588)4113937-9 |
| title | The role of labor markets in monetary DSGE models and robust monetary policy |
| title_auth | The role of labor markets in monetary DSGE models and robust monetary policy |
| title_exact_search | The role of labor markets in monetary DSGE models and robust monetary policy |
| title_exact_search_txtP | The role of labor markets in monetary DSGE models and robust monetary policy |
| title_full | The role of labor markets in monetary DSGE models and robust monetary policy vorgelegt von Keith Küster |
| title_fullStr | The role of labor markets in monetary DSGE models and robust monetary policy vorgelegt von Keith Küster |
| title_full_unstemmed | The role of labor markets in monetary DSGE models and robust monetary policy vorgelegt von Keith Küster |
| title_short | The role of labor markets in monetary DSGE models and robust monetary policy |
| title_sort | the role of labor markets in monetary dsge models and robust monetary policy |
| topic | Geldpolitik (DE-588)4019902-2 gnd Arbeitsmarkt (DE-588)4002733-8 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Lohnstarrheit (DE-588)4139092-1 gnd Unsicherheit (DE-588)4186957-6 gnd |
| topic_facet | Geldpolitik Arbeitsmarkt Konjunkturzyklus Dynamisches Gleichgewicht Lohnstarrheit Unsicherheit Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015712195&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kusterkeith theroleoflabormarketsinmonetarydsgemodelsandrobustmonetarypolicy |