Dynamic Macroeconomic Models in Emerging Market Economies: DSGE Modelling with Financial and Housing Sectors
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
Springer Singapore Pte. Limited
2020
|
| Schlagworte: | |
| Online-Zugang: | HWR01 |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 Online-Ressource (296 pages) |
| ISBN: | 9789811545887 |
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| 505 | 8 | |a Intro -- Foreword -- Preface -- Acknowledgements -- Contents -- Acronyms -- List of Figures -- List of Tables -- Part I Introduction -- 1 Introduction to Modern Macroeconomic Models -- 1.1 Old Time Economics -- 1.2 The New Consensus Macroeconomics -- 1.3 Dynamic Stochastic General Equilibrium Models -- References -- 2 Time to Improve the Existing Models -- 2.1 Criticism on Existing DSGE Models -- 2.2 New Dynamic Macroeconomic Models for Emerging Market Economies -- 2.2.1 Financial Sector -- 2.2.2 Real Estate Market -- 2.2.3 Social Structure and Household Stratification -- 2.2.4 Why Emerging Market Economies and Why Brazil, India and China -- References -- Part II Dynamic Macroeconomic Modelling -- 3 Traditional Dynamic Macroeconomic Models -- 3.1 It All Starts from Solow -- 3.2 The Stochastic Models -- 3.3 Money and Finance in RBC/DSGE Models -- 3.3.1 Money in the Utility -- 3.3.2 Cash in Advance -- References -- 4 Modern Mainstream Macroeconomic Models -- 4.1 Manufacturer Firms -- 4.1.1 Intermediate Manufacturer -- 4.1.2 Final Goods Producer -- 4.1.3 Price Rigidity -- 4.2 Household Sector -- 4.2.1 Labour Market -- 4.3 The General Equilibrium -- References -- Part III The Financial and Housing Sectors Asymmetric Model for Emerging Market Economies -- 5 Overview and General Assumptions -- 5.1 The Incentives to Build New Dynamic Macroeconomic Models for Emerging Market Economies -- 5.2 General Assumptions -- References -- 6 The Basic Model -- 6.1 Theoretical Framework -- 6.1.1 Household Sector -- 6.1.2 Production Sector -- 6.1.3 The Steady State -- 6.2 Theoretical Summary and Testable Hypotheses -- References -- 7 The Advanced Model -- 7.1 Theoretical Framework -- 7.1.1 Household Sector -- 7.1.2 Production and Technology -- 7.1.3 Nominal Rigidity -- 7.1.4 Monetary Policy -- 7.1.5 General Equilibrium -- 7.1.6 Unexpected Shocks | |
| 505 | 8 | |a 7.2 Theoretical Summary and Testable Hypotheses -- References -- 8 The Full Model -- 8.1 Theoretical Framework -- 8.1.1 Household Sector -- 8.1.2 Production and Nominal Rigidities -- 8.1.3 Financial Market and the Optimal Debt Contract -- 8.1.4 General Equilibrium -- 8.1.5 First Order Conditions -- 8.1.6 Shocks -- 8.1.7 Steady State -- 8.2 Theoretical Summary and Testable Hypotheses -- References -- 9 Solving DSGE Models -- 9.1 Linearizing the Non-Linear Dynamic Stochastic Models -- 9.2 The State-Space Representation of the DSGE Model -- 9.3 Blanchard 數瑥湤慳栠Kahn Condition -- References -- Part IV Empirical Analysis -- 10 Empirical Methodologies and Software Tools -- 10.1 Empirical Methodologies -- 10.1.1 Calibration -- 10.1.2 Bayesian Estimation with Markov Chain Monte Carlo Methods and the Metropolis 數瑥湤慳栠Hastings Algorithm -- 10.2 Software Tools -- References -- 11 Data, Statistics and Stylized Facts -- 11.1 Data -- 11.2 Stylized Facts -- References -- 12 Empirical Analysis -- 12.1 Empirical Analysis of the Basic Model -- 12.1.1 The Empirical Results -- 12.1.2 The Impulse Responses -- 12.1.3 Social Stratification -- 12.2 Empirical Analysis of the Advanced Model -- 12.2.1 Parameter Identification -- 12.2.2 Empirical Study of the Model Economy -- 12.2.3 The Impulse Response -- 12.3 Empirical Analysis of the Full Model -- 12.3.1 Parameter Identification -- 12.3.2 Empirical Study of the Model Economy -- 12.3.3 The Impulse Responses -- References -- Part V Summary -- 13 Conclusion and Discussion -- 13.1 Conclusion -- 13.2 The Potentials of FHSAM -- Glossary | |
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Datensatz im Suchindex
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| contents | Intro -- Foreword -- Preface -- Acknowledgements -- Contents -- Acronyms -- List of Figures -- List of Tables -- Part I Introduction -- 1 Introduction to Modern Macroeconomic Models -- 1.1 Old Time Economics -- 1.2 The New Consensus Macroeconomics -- 1.3 Dynamic Stochastic General Equilibrium Models -- References -- 2 Time to Improve the Existing Models -- 2.1 Criticism on Existing DSGE Models -- 2.2 New Dynamic Macroeconomic Models for Emerging Market Economies -- 2.2.1 Financial Sector -- 2.2.2 Real Estate Market -- 2.2.3 Social Structure and Household Stratification -- 2.2.4 Why Emerging Market Economies and Why Brazil, India and China -- References -- Part II Dynamic Macroeconomic Modelling -- 3 Traditional Dynamic Macroeconomic Models -- 3.1 It All Starts from Solow -- 3.2 The Stochastic Models -- 3.3 Money and Finance in RBC/DSGE Models -- 3.3.1 Money in the Utility -- 3.3.2 Cash in Advance -- References -- 4 Modern Mainstream Macroeconomic Models -- 4.1 Manufacturer Firms -- 4.1.1 Intermediate Manufacturer -- 4.1.2 Final Goods Producer -- 4.1.3 Price Rigidity -- 4.2 Household Sector -- 4.2.1 Labour Market -- 4.3 The General Equilibrium -- References -- Part III The Financial and Housing Sectors Asymmetric Model for Emerging Market Economies -- 5 Overview and General Assumptions -- 5.1 The Incentives to Build New Dynamic Macroeconomic Models for Emerging Market Economies -- 5.2 General Assumptions -- References -- 6 The Basic Model -- 6.1 Theoretical Framework -- 6.1.1 Household Sector -- 6.1.2 Production Sector -- 6.1.3 The Steady State -- 6.2 Theoretical Summary and Testable Hypotheses -- References -- 7 The Advanced Model -- 7.1 Theoretical Framework -- 7.1.1 Household Sector -- 7.1.2 Production and Technology -- 7.1.3 Nominal Rigidity -- 7.1.4 Monetary Policy -- 7.1.5 General Equilibrium -- 7.1.6 Unexpected Shocks 7.2 Theoretical Summary and Testable Hypotheses -- References -- 8 The Full Model -- 8.1 Theoretical Framework -- 8.1.1 Household Sector -- 8.1.2 Production and Nominal Rigidities -- 8.1.3 Financial Market and the Optimal Debt Contract -- 8.1.4 General Equilibrium -- 8.1.5 First Order Conditions -- 8.1.6 Shocks -- 8.1.7 Steady State -- 8.2 Theoretical Summary and Testable Hypotheses -- References -- 9 Solving DSGE Models -- 9.1 Linearizing the Non-Linear Dynamic Stochastic Models -- 9.2 The State-Space Representation of the DSGE Model -- 9.3 Blanchard 數瑥湤慳栠Kahn Condition -- References -- Part IV Empirical Analysis -- 10 Empirical Methodologies and Software Tools -- 10.1 Empirical Methodologies -- 10.1.1 Calibration -- 10.1.2 Bayesian Estimation with Markov Chain Monte Carlo Methods and the Metropolis 數瑥湤慳栠Hastings Algorithm -- 10.2 Software Tools -- References -- 11 Data, Statistics and Stylized Facts -- 11.1 Data -- 11.2 Stylized Facts -- References -- 12 Empirical Analysis -- 12.1 Empirical Analysis of the Basic Model -- 12.1.1 The Empirical Results -- 12.1.2 The Impulse Responses -- 12.1.3 Social Stratification -- 12.2 Empirical Analysis of the Advanced Model -- 12.2.1 Parameter Identification -- 12.2.2 Empirical Study of the Model Economy -- 12.2.3 The Impulse Response -- 12.3 Empirical Analysis of the Full Model -- 12.3.1 Parameter Identification -- 12.3.2 Empirical Study of the Model Economy -- 12.3.3 The Impulse Responses -- References -- Part V Summary -- 13 Conclusion and Discussion -- 13.1 Conclusion -- 13.2 The Potentials of FHSAM -- Glossary |
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| dewey-full | 339.5 |
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| discipline | Wirtschaftswissenschaften |
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| format | Electronic eBook |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:50:37Z |
| indexdate | 2024-07-10T09:32:27Z |
| institution | BVB |
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| publisher | Springer Singapore Pte. Limited |
| record_format | marc |
| spelling | Jia, Daniel Lukui Verfasser aut Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors Singapore Springer Singapore Pte. Limited 2020 ©2020 1 Online-Ressource (296 pages) txt rdacontent c rdamedia cr rdacarrier Description based on publisher supplied metadata and other sources Intro -- Foreword -- Preface -- Acknowledgements -- Contents -- Acronyms -- List of Figures -- List of Tables -- Part I Introduction -- 1 Introduction to Modern Macroeconomic Models -- 1.1 Old Time Economics -- 1.2 The New Consensus Macroeconomics -- 1.3 Dynamic Stochastic General Equilibrium Models -- References -- 2 Time to Improve the Existing Models -- 2.1 Criticism on Existing DSGE Models -- 2.2 New Dynamic Macroeconomic Models for Emerging Market Economies -- 2.2.1 Financial Sector -- 2.2.2 Real Estate Market -- 2.2.3 Social Structure and Household Stratification -- 2.2.4 Why Emerging Market Economies and Why Brazil, India and China -- References -- Part II Dynamic Macroeconomic Modelling -- 3 Traditional Dynamic Macroeconomic Models -- 3.1 It All Starts from Solow -- 3.2 The Stochastic Models -- 3.3 Money and Finance in RBC/DSGE Models -- 3.3.1 Money in the Utility -- 3.3.2 Cash in Advance -- References -- 4 Modern Mainstream Macroeconomic Models -- 4.1 Manufacturer Firms -- 4.1.1 Intermediate Manufacturer -- 4.1.2 Final Goods Producer -- 4.1.3 Price Rigidity -- 4.2 Household Sector -- 4.2.1 Labour Market -- 4.3 The General Equilibrium -- References -- Part III The Financial and Housing Sectors Asymmetric Model for Emerging Market Economies -- 5 Overview and General Assumptions -- 5.1 The Incentives to Build New Dynamic Macroeconomic Models for Emerging Market Economies -- 5.2 General Assumptions -- References -- 6 The Basic Model -- 6.1 Theoretical Framework -- 6.1.1 Household Sector -- 6.1.2 Production Sector -- 6.1.3 The Steady State -- 6.2 Theoretical Summary and Testable Hypotheses -- References -- 7 The Advanced Model -- 7.1 Theoretical Framework -- 7.1.1 Household Sector -- 7.1.2 Production and Technology -- 7.1.3 Nominal Rigidity -- 7.1.4 Monetary Policy -- 7.1.5 General Equilibrium -- 7.1.6 Unexpected Shocks 7.2 Theoretical Summary and Testable Hypotheses -- References -- 8 The Full Model -- 8.1 Theoretical Framework -- 8.1.1 Household Sector -- 8.1.2 Production and Nominal Rigidities -- 8.1.3 Financial Market and the Optimal Debt Contract -- 8.1.4 General Equilibrium -- 8.1.5 First Order Conditions -- 8.1.6 Shocks -- 8.1.7 Steady State -- 8.2 Theoretical Summary and Testable Hypotheses -- References -- 9 Solving DSGE Models -- 9.1 Linearizing the Non-Linear Dynamic Stochastic Models -- 9.2 The State-Space Representation of the DSGE Model -- 9.3 Blanchard 數瑥湤慳栠Kahn Condition -- References -- Part IV Empirical Analysis -- 10 Empirical Methodologies and Software Tools -- 10.1 Empirical Methodologies -- 10.1.1 Calibration -- 10.1.2 Bayesian Estimation with Markov Chain Monte Carlo Methods and the Metropolis 數瑥湤慳栠Hastings Algorithm -- 10.2 Software Tools -- References -- 11 Data, Statistics and Stylized Facts -- 11.1 Data -- 11.2 Stylized Facts -- References -- 12 Empirical Analysis -- 12.1 Empirical Analysis of the Basic Model -- 12.1.1 The Empirical Results -- 12.1.2 The Impulse Responses -- 12.1.3 Social Stratification -- 12.2 Empirical Analysis of the Advanced Model -- 12.2.1 Parameter Identification -- 12.2.2 Empirical Study of the Model Economy -- 12.2.3 The Impulse Response -- 12.3 Empirical Analysis of the Full Model -- 12.3.1 Parameter Identification -- 12.3.2 Empirical Study of the Model Economy -- 12.3.3 The Impulse Responses -- References -- Part V Summary -- 13 Conclusion and Discussion -- 13.1 Conclusion -- 13.2 The Potentials of FHSAM -- Glossary Macroeconomics.. Globalization Dynamisches Gleichgewicht (DE-588)4228432-6 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd rswk-swf Dynamische Makroökonomie (DE-588)4200428-7 gnd rswk-swf Emerging Market (DE-588)4398432-0 gnd rswk-swf Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Schwellenländer (DE-588)4053920-9 gnd rswk-swf Schwellenländer (DE-588)4053920-9 g Emerging Market (DE-588)4398432-0 s Makroökonomisches Modell (DE-588)4074486-3 s DE-604 Dynamische Makroökonomie (DE-588)4200428-7 s Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 s Dynamisches Gleichgewicht (DE-588)4228432-6 s Makroökonomie (DE-588)4037174-8 s Erscheint auch als Druck-Ausgabe Jia, Daniel Lukui Dynamic Macroeconomic Models in Emerging Market Economies Singapore : Springer Singapore Pte. Limited,c2020 9789811545870 |
| spellingShingle | Jia, Daniel Lukui Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors Intro -- Foreword -- Preface -- Acknowledgements -- Contents -- Acronyms -- List of Figures -- List of Tables -- Part I Introduction -- 1 Introduction to Modern Macroeconomic Models -- 1.1 Old Time Economics -- 1.2 The New Consensus Macroeconomics -- 1.3 Dynamic Stochastic General Equilibrium Models -- References -- 2 Time to Improve the Existing Models -- 2.1 Criticism on Existing DSGE Models -- 2.2 New Dynamic Macroeconomic Models for Emerging Market Economies -- 2.2.1 Financial Sector -- 2.2.2 Real Estate Market -- 2.2.3 Social Structure and Household Stratification -- 2.2.4 Why Emerging Market Economies and Why Brazil, India and China -- References -- Part II Dynamic Macroeconomic Modelling -- 3 Traditional Dynamic Macroeconomic Models -- 3.1 It All Starts from Solow -- 3.2 The Stochastic Models -- 3.3 Money and Finance in RBC/DSGE Models -- 3.3.1 Money in the Utility -- 3.3.2 Cash in Advance -- References -- 4 Modern Mainstream Macroeconomic Models -- 4.1 Manufacturer Firms -- 4.1.1 Intermediate Manufacturer -- 4.1.2 Final Goods Producer -- 4.1.3 Price Rigidity -- 4.2 Household Sector -- 4.2.1 Labour Market -- 4.3 The General Equilibrium -- References -- Part III The Financial and Housing Sectors Asymmetric Model for Emerging Market Economies -- 5 Overview and General Assumptions -- 5.1 The Incentives to Build New Dynamic Macroeconomic Models for Emerging Market Economies -- 5.2 General Assumptions -- References -- 6 The Basic Model -- 6.1 Theoretical Framework -- 6.1.1 Household Sector -- 6.1.2 Production Sector -- 6.1.3 The Steady State -- 6.2 Theoretical Summary and Testable Hypotheses -- References -- 7 The Advanced Model -- 7.1 Theoretical Framework -- 7.1.1 Household Sector -- 7.1.2 Production and Technology -- 7.1.3 Nominal Rigidity -- 7.1.4 Monetary Policy -- 7.1.5 General Equilibrium -- 7.1.6 Unexpected Shocks 7.2 Theoretical Summary and Testable Hypotheses -- References -- 8 The Full Model -- 8.1 Theoretical Framework -- 8.1.1 Household Sector -- 8.1.2 Production and Nominal Rigidities -- 8.1.3 Financial Market and the Optimal Debt Contract -- 8.1.4 General Equilibrium -- 8.1.5 First Order Conditions -- 8.1.6 Shocks -- 8.1.7 Steady State -- 8.2 Theoretical Summary and Testable Hypotheses -- References -- 9 Solving DSGE Models -- 9.1 Linearizing the Non-Linear Dynamic Stochastic Models -- 9.2 The State-Space Representation of the DSGE Model -- 9.3 Blanchard 數瑥湤慳栠Kahn Condition -- References -- Part IV Empirical Analysis -- 10 Empirical Methodologies and Software Tools -- 10.1 Empirical Methodologies -- 10.1.1 Calibration -- 10.1.2 Bayesian Estimation with Markov Chain Monte Carlo Methods and the Metropolis 數瑥湤慳栠Hastings Algorithm -- 10.2 Software Tools -- References -- 11 Data, Statistics and Stylized Facts -- 11.1 Data -- 11.2 Stylized Facts -- References -- 12 Empirical Analysis -- 12.1 Empirical Analysis of the Basic Model -- 12.1.1 The Empirical Results -- 12.1.2 The Impulse Responses -- 12.1.3 Social Stratification -- 12.2 Empirical Analysis of the Advanced Model -- 12.2.1 Parameter Identification -- 12.2.2 Empirical Study of the Model Economy -- 12.2.3 The Impulse Response -- 12.3 Empirical Analysis of the Full Model -- 12.3.1 Parameter Identification -- 12.3.2 Empirical Study of the Model Economy -- 12.3.3 The Impulse Responses -- References -- Part V Summary -- 13 Conclusion and Discussion -- 13.1 Conclusion -- 13.2 The Potentials of FHSAM -- Glossary Macroeconomics.. Globalization Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Makroökonomie (DE-588)4037174-8 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Dynamische Makroökonomie (DE-588)4200428-7 gnd Emerging Market (DE-588)4398432-0 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4228432-6 (DE-588)4037174-8 (DE-588)4210294-7 (DE-588)4200428-7 (DE-588)4398432-0 (DE-588)4074486-3 (DE-588)4053920-9 |
| title | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_auth | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_exact_search | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_exact_search_txtP | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_full | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_fullStr | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_full_unstemmed | Dynamic Macroeconomic Models in Emerging Market Economies DSGE Modelling with Financial and Housing Sectors |
| title_short | Dynamic Macroeconomic Models in Emerging Market Economies |
| title_sort | dynamic macroeconomic models in emerging market economies dsge modelling with financial and housing sectors |
| title_sub | DSGE Modelling with Financial and Housing Sectors |
| topic | Macroeconomics.. Globalization Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Makroökonomie (DE-588)4037174-8 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Dynamische Makroökonomie (DE-588)4200428-7 gnd Emerging Market (DE-588)4398432-0 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Macroeconomics.. Globalization Dynamisches Gleichgewicht Makroökonomie Allgemeines Gleichgewichtsmodell Dynamische Makroökonomie Emerging Market Makroökonomisches Modell Schwellenländer |
| work_keys_str_mv | AT jiadaniellukui dynamicmacroeconomicmodelsinemergingmarketeconomiesdsgemodellingwithfinancialandhousingsectors |