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Добірка наукової літератури з теми "Large-scale macroeconomic models"

Автор: Grafiati

Опубліковано: 10 грудня 2022

Оновлено: 28 січня 2023

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Статті в журналах з теми "Large-scale macroeconomic models"

Fisher, P. G., and K. F. Wallis. "Seasonality in large-scale macroeconomic models." Long Range Planning 26, no. 1 (February 1993): 151. http://dx.doi.org/10.1016/0024-6301(93)90282-k.

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Debortoli, Davide, Junior Maih, and Ricardo Nunes. "LOOSE COMMITMENT IN MEDIUM-SCALE MACROECONOMIC MODELS: THEORY AND APPLICATIONS." Macroeconomic Dynamics 18, no. 1 (August 30, 2012): 175–98. http://dx.doi.org/10.1017/s1365100512000326.

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This paper proposes a method and a toolkit for solving optimal policy with imperfect commitment. As opposed to the existing literature, our method can be employed in the medium- and large-scale models typically used in monetary policy. We apply our method to the Smets and Wouters model [American Economic Review97(3), 586–606 (2007)], for which we show that imperfect commitment has relevant implications for interest rate setting, the sources of business cycle fluctuations, and welfare.

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Gupta, Rangan, and Alain Kabundi. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models." Journal of Forecasting 29, no. 1-2 (January 2010): 168–85. http://dx.doi.org/10.1002/for.1143.

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Justiniano, Alejandro, and Giorgio E. Primiceri. "The Time-Varying Volatility of Macroeconomic Fluctuations." American Economic Review 98, no. 3 (May 1, 2008): 604–41. http://dx.doi.org/10.1257/aer.98.3.604.

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We investigate the sources of the important shifts in the volatility of US macroeconomic variables in the postwar period. To this end, we propose the estimation of DSGE models allowing for time variation in the volatility of the structural innovations. We apply our estimation strategy to a large-scale model of the business cycle and find that shocks specific to the equilibrium condition of investment account for most of the sharp decline in volatility of the last two decades. (JEL C51, E32)

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NEPOMIASTCHY, PIERRE. "Moduleco, software for macroeconomic modelization." MAUSAM 36, no. 2 (April 5, 2022): 173–78. http://dx.doi.org/10.54302/mausam.v36i2.1834.

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The paper describes the Moduleco system which is designed to facilitate the construction and the use of large scale (1000 equations or more) dynamic and non-linear macroecenomic models. The Moduleco system will include a software for the management of the time-series data base, a special modeling language for the model equations Input, a special common language to active the tasks, several tools of formal computation and an interactive language for easy data input-output and for easy scenario generation. The paper describes also the mathematical algorithms which are to be included in the Moduleco system. Indeed, we have noticed that most of the macroeconomic models can be put in a quasi triangular form: possibly after renumbering of the variables and equations, there exist a small set of variables, called loop variables, such as for given values of them, the remaining model is triangular and can be solved directly. As we have shown that quasi-triangular models can be simulated and optimized. much faster than general ones, the Moduleco system will include methods for automatic renumbering of variables and equations in order to minimize the number of loop variables. The simulation and optimization algorithms will then be adapted to take into account this quasi triangularity. Experiments made on 4 concrete macroeconomic models have shown the efficiency of the proposed methods. Moreover, the adjoint variable technique, well known in optimal control theory, has been adapted to the structure of macroeconomic models. On the example of the French STAR model (139 equations), it is shown that this technique is 106 times faster to compute the gradient than the finite difference technique generally used by economists.

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Voshchikova, Natalia. "The higher education and the sphere of labor in digital economy: a new mechanism of interaction." Moscow University Economics Bulletin, no. 5 (October 31, 2021): 249–70. http://dx.doi.org/10.38050/013001052021512.

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Анотація:

This article explores the concept of macroeconomic stability originated from the theory of general economic equilibrium (GEE) by L. Walras. Modern macroeconomic models that do not contradict the GEE, a implement the principles of consistency of micro- and macroeconomic analysis, the interrelation of markets, and the effectiveness of market mechanism. Economic fluctuations generated by shocks are in dialectical unity with the state of equilibrium. The aim of macroeconomic policy is to maintain equilibrium (macroeconomic stability) through inflation targeting and effective public debt management. Within the framework of this policy a number of goals are met including the control over inflationary expectations, strengthening confidence in the central bank, and overcoming inflation. However, low inflation rates can produce liquidity traps, thus causing a need to adjust monetary policy and develop its new instruments. At the same time, the global crises of the 21st century, the Great Recession of 2008 and the COVID-19 pandemic, prompts to re-evaluate the contradictions between the theoretical concept of equilibrium and the real state of the economy, as well as measures needed to stabilize it during a recession. The policy of overcoming the crisis in 2020 includes large-scale discretionary fiscal and monetary stimulus according to Keynesian recipes, in the absence of which the loss of jobs, closure of enterprises, and lack of financial stability are inevitable. The gap between theory and reality, as it happened during the Great Depression almost a hundred years ago, once again raises the questions of further development of macroeconomics. The article may be of interest to teachers and students interested in the prospects for the development of scientific knowledge in this area.

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Kumar, Manoj. "Profitability of Indian Firms in Foreign Direct Investment." International Journal of Asian Business and Information Management 8, no. 1 (January 2017): 51–67. http://dx.doi.org/10.4018/ijabim.2017010104.

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This paper identifies key factors that determine the profitability of Indian firms abroad by using panel-data regression models on new, large-scale, subsidiary-level data over the 2009-2015 period. The results show that the determinants of subsidiary profits differ across host regions, suggesting that the economic and institutional factors specific to host regions influence significantly the profit performances of overseas subsidiaries. While the size effect on the subsidiary profitability is present in all the regions, other effects, such as experience, local supplier networks, local sales and macroeconomic conditions affect the performance of subsidiaries in a different manner by region.

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Haider, Adnan, and Safdar Ullah Khan. "A Small Open Economy DSGE Model for Pakistan." Pakistan Development Review 47, no. 4II (December 1, 2008): 963–1008. http://dx.doi.org/10.30541/v47i4iipp.963-1008.

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In recent years there has been a growing interest in academics, international policy institutions and central banks1 in developing small-to-medium, even large-scale, open economy macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models based on new-Keynesian framework.2 The term DSGE was originally used by Kydland and Prescott (1982) in their seminal contribution on Real Business Cycle (RBC) model. The RBC model is based on neoclassical framework with micro-founded optimisation behaviour of economic agents with flexible prices. One of the critical assumptions of this model is that fluctuations of real quantities are caused by real shock only; that is, only stochastic technology or government spending shocks play their role. Later research in DSGE models however included Keynesian short-run macroeconomic features (called nominal rigidities), such as Calvo (1983) type staggered pricing behaviour and Taylor (1980) type wage contracts. Hence this new DSGE modeling framework labeled as new-neoclassical synthesis or new-Keynesian modeling paradigm. 3 This new approach combines micro-foundations of both households and firms optimisation problems and with a large collection of both nominal and real (price/wage) rigidities that provide plausible short-run dynamic macroeconomic fluctuations with a fully articulated description of the monetary policy transmission mechanism; see, for instance, Christiano, et al. (2005) and Smets and Wouters (2003). The key advantage of modern DSGE models, over traditional reduce form macroeconomic models, is that the structural interpretation of their parameters allows to overcome the famous Lucas critique (1976).4 Traditional models contained equations linking variables of interest of explanatory factors such as economic policy variables. One of the uses of these models was therefore to examine how a change in economic policy affected these variables of interest, other things being equal. In using DSGE models for practical purposes and to recommend how central banks and policy institutions should react to the short-run fluctuations, it is necessary to first examine the possible sources,5 as well as to evaluate the degree of nominal and real rigidities present in the economy. In advanced economies, like US and EURO area, it is easy to determine the degree of nominal and real rigidities as these economies are fully documented. In developing economies like Pakistan, where most of economic activities are un-documented (also labeled as informal economy, black economy, or underground economy), it is very difficult to determine the exact degree of nominal and real rigidities present in the economy. However, one can approximate results using own judgments and through well defined survey based methods

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Gelrud, Ya D., and E. B. Kibalov. "ASSESSMENT OF THE STRATEGIC EFFICIENCY OF LARGE-SCALE INFRASTRUCTURE PROJECTS IN A SITUATION OF UNCERTAINTY: A PROJECT APPROACH." Bulletin of the South Ural State University. Ser. Computer Technologies, Automatic Control & Radioelectronics 21, no. 3 (August 2021): 113–22. http://dx.doi.org/10.14529/ctcr210311.

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Анотація:

The article deals with the problems of assessing the macroeconomic efficiency of large-scale projects at the stage that is commonly called pre-investment. The necessity of taking into account the factor of radical uncertainty when evaluating large-scale railway projects is justified. The pur-pose of the study. To show that the effects generated by large-scale projects affect the scenario of the development of the economy hosting the project. In this problematic situation, a methodology is proposed for evaluating and identifying the most preferable project, taking into account the factors of radical (improbability) uncertainty. Materials and methods. The criteria for evaluating projects at three levels are analyzed: macro-, meso- and micro; at the same time, the tools of applied non-system analysis are used, combining logical-heuristic and economic-mathematical models of mak-ing complex project decisions. Results. A structural evaluation model has been developed, which is a hybrid consisting of two blocks. The first block is a logical-heuristic submodel for evaluating large-scale investment projects, the second block is an economic-mathematical submodel that displays the external environment of projects. The models interact at the pre-investment stage of the project lifecycle in the mode of a strategic game at the macro level. The first as an information base is based on expert estimates of the costs and results of projects that claim to be implemented in the long term, the second-mainly on statistical information from the country and regions. The im-pact of a new large-scale investment project on the model of the Russian economy is evaluated and the positive or negative impact of each (from among the considered ones) on the target function of the economic model is identified. Conclusion. The article comments on the results of experimental calculations using a hybrid model and, using the example of railway transport, formulates recom-mendations for its use in the development of substantiating materials for large-scale projects of fe-deral significance.

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Patrakeeva, Olga. "Economic and Mathematical Modeling of the Direct Effects of Large-Scale Infrastructure Projects on Developing Territories." Vestnik Volgogradskogo gosudarstvennogo universiteta. Serija 3. Ekonomika. Ekologija, no. 2 (July 2019): 78–89. http://dx.doi.org/10.15688/jvolsu3.2019.2.7.

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Анотація:

The problem of assessing the effects of infrastructure projects for territories is debatable. Modeling experience has been accumulated today, and elaborated macroeconomic models allow to identify causal relationships between the indicators of transport development and economic growth. The goal of this article is to define a simulation model of assessing the impact of transport projects on the economic growth of Krasnodar Krai exemplified by the Crimean Bridge project. The solution of this scientific problem requires taking into account different factors and complicated interrelationships within the framework of the regional social and economic system under consideration, using methods of system analysis and tools of economic and mathematical simulation. The simulation model reflects the scenario parameters of the capital management policy, highway transport freight turnover, highway transport freight turnover directly connected with the construction of Kerch Straight Bridge, carriage of goods by railway transport, carriage of goods by railway transport directly connected with the construction of Kerch Straight Bridge. The interrelations of this model’s parameters are established by the econometrics methods. In accordance with the produced scenarios the expected median values of the additional increment of the Krasnodar Krai GRP due to the increment of transportation associated with the Crimean Bridge operation are in the range between 0.97 % and 1.1 %. The most conservative scenario presumes the median value of 0.97 % and lower limit of 0.8 %. This tool can be used to assess the direct effect of railway and road construction for other Russian regions. The proposed simulation model will be further expanded by including further distribution functions of scenario variables and additional structural relationships.

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Більше джерел

Дисертації з теми "Large-scale macroeconomic models"

Tan, Kang Yong. "Essays on learning in international macroeconomics." Phd thesis, 2006. http://hdl.handle.net/1885/6965.

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The objective of this thesis is to explore the implications of learning as an alter- native expectations formation mechanism in international macroeconomics. The first part of the thesis (Chapters 2 to 4) deals with the e¤ects of adaptive learning(Evans and Honkapohja, 2001) in the transmission of policy changes and shocks within and across borders. In particular, learning has been introduced to two major workhorse open economy models: the Mundell-Fleming Dornbusch and the McKibbin-Sachs Global (MSG3) models. The second part of the thesis (Chapters 5 to 6) begins by examining the learning behavior of international creditors about the credibility of an exchange rate regime using a game theoretic approach to reputation. Using the Pooled Mean Group methodology, this part also conducts an empirical analysis to investigate the inter-relationship between sovereign yield spreads and exchange rate regime during the pre-World War One era...

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Книги з теми "Large-scale macroeconomic models"

Computational solution of large-scale macroeconometric models. Boston: Kluwer Academic Publishers, 1997.

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Pauletto, Giorgio. Computational Solution of Large-Scale Macroeconometric Models. Springer London, Limited, 2013.

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Pauletto, Giorgio. Computational Solution of Large-Scale Macroeconometric Models. Springer, 2010.

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Частини книг з теми "Large-scale macroeconomic models"

Fisher, Paul. "Large-Scale Macroeconomic Models and Forward Expectations." In Rational Expectations in Macroeconomic Models, 5–35. Dordrecht: Springer Netherlands, 1992. http://dx.doi.org/10.1007/978-94-015-8002-1_2.

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Church, Keith B., Peter R. Mitchell, and Kenneth F. Wallis. "Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models." In Market Behaviour and Macroeconomic Modelling, 221–41. London: Palgrave Macmillan UK, 1998. http://dx.doi.org/10.1007/978-1-349-26732-3_9.

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Kowalski, Tadeusz. "The economy battling Covid-19. A macroeconomic approach." In Towards the „new normal” after COVID-19 – a post-transition economy perspective, 11–29. Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, 2021. http://dx.doi.org/10.18559/978-83-8211-061-6/i1.

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Purpose: The chapter identifies the complexities of Covid-19’s impact on the economy. The empirical part presents and assesses initial reactions of inflation, industrial production, unemployment rate, Gross Domestic Product (GDP) growth rate, and shifts in the GDP expenditure structure. Design/methodology/approach: Acomplete Keynesian macroeconomic model is used to outline how the negative shock hit the economies. The model shows potential implications of the use of reactive economic policy measures. Based on the model, the empirical part provides comparative analyses of reactions of four economies of the European Monetary Union (EMU) – namely France, Germany, Italy and Spain – two non-EMU economies of Hungary and Poland, and two major large open economies: the USA and Japan. Findings: The Covid-19 pandemic has sent a universal, global shockwave with asymmetric outcomes in individual economies. Covid-19 hit all economies and struck both the demand side and – after ashort time lag – the supply side. Although interconnected, the economies have maintained notable structural differences and, therefore their autonomous reactions to negative demand and supply shocks were diverse. Practical implications: The complete macroeconomic Keynesian model allows for the conceptualization of the transmission of the Covid-19 shock on the economy’s supply and demand sides. The model is also a helpful tool in the analysis of the potential role of economic policy in reaction to the supply and demand shocks triggered by the pandemic. Originality and value: The empirical analyses unveil the eight economies’ differentiated reactions to similar counter-crisis policy measures. Their scale in all cases pushed the state back to the center of economic life. This structural shift requires attention and systematic theoretical and empirical studies.

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Тези доповідей конференцій з теми "Large-scale macroeconomic models"

Vasiliy, Shevchenko. "On the Construction and Analysis of Macroeconomic Operating Game Models." In 2018 Eleventh International Conference "Management of large-scale system development" (MLSD 2018). IEEE, 2018. http://dx.doi.org/10.1109/mlsd.2018.8551764.

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Asanova, Nataliya, Irina Tarasova, Liana Sagatelova, and Yaroslav Kalinin. "Analysis of open dynamical systems' models with the help of stochastic differential equations (based on the example of macroeconomic growth models)." In 2017 Tenth International Conference Management of Large-Scale System Development (MLSD). IEEE, 2017. http://dx.doi.org/10.1109/mlsd.2017.8109594.

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Pashchenko, Alexander. "Analysis of the Quality of Predictive Models of Macroeconomic Parameters of Moscow for the Period of 10 years." In 2020 13th International Conference Management of large-scale system development (MLSD). IEEE, 2020. http://dx.doi.org/10.1109/mlsd49919.2020.9247637.

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Suslov, Victor, Alexandr Baranov, and Boris Lavrovsky. "Macroeconomic model of the scientific-technological progress." In 2017 Tenth International Conference Management of Large-Scale System Development (MLSD). IEEE, 2017. http://dx.doi.org/10.1109/mlsd.2017.8109692.

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Ilyinsky, Alexander, Tatiana A. Goroshnikova, and Svetlana V. Alykova. "Effect of energy shocks on largescale system dynamics using the Uzawa two-sector macroeconomic model." In 2017 Tenth International Conference Management of Large-Scale System Development (MLSD). IEEE, 2017. http://dx.doi.org/10.1109/mlsd.2017.8109639.

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