Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model"”.
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Essays on monetary policy, institutions and terms of trade shocks in emerging market economies
… shocks and how they shape the macroeconomic dynamics and the conduct of monetary policy. These issues are discussed in three essays. The first essay empirically evaluates the role of institutional structures in inflation targeting in emerging market economies (EMEs). The second essay …
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Monetary Policy in a Low Exchange Rate Pass-Through Environment: The case of Botswana
This paper constructs a small open economy New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model, to examine monetary policy conduct and the extent of exchange rate pass-through in Botswana. Thus, I apply a three-step procedure. In the first step, I estimate the degree of exchange rate …
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Essays on financial frictions with an application to the Chinese economy
… along with an application of macro-finance models to the Chinese economy. The first two chapters focus on government guarantees on business loans to state-owned enterprises (SOEs), a typical practice of the Chinese government. Chapter 1 embeds partial loan guarantees into the loan …
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Three essays on monetary policy analysis in Mongolia
… rate immediately overshoots its long-run equilibrium rate, a finding consistent with Dornbusch's (1976) famous exchange rate overshooting hypothesis. Fourth, the historical decomposition analysis suggests that besides monetary policy shocks, output fluctuations are largely driven by …
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Three essays on monetary policy analysis in Mongolia
… rate immediately overshoots its long-run equilibrium rate, a finding consistent with Dornbusch's (1976) famous exchange rate overshooting hypothesis. Fourth, the historical decomposition analysis suggests that besides monetary policy shocks, output fluctuations are largely driven by …
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A small open economy modelling: A Bayesian DSGE approach
… a small open economy based on the macroeconomic models is vital for successfully implementing forward-looking and counter-cyclical macroeconomic policies. In the context, this thesis focuses on the importance of various modelling implications (i.e., frictions and shocks) in developing empirically …
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A small open economy modelling: A Bayesian DSGE approach
… a small open economy based on the macroeconomic models is vital for successfully implementing forward-looking and counter-cyclical macroeconomic policies. In the context, this thesis focuses on the importance of various modelling implications (i.e., frictions and shocks) in developing empirically …