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Bayesian estimation of small-scale DSGE model of the Ukrainian economy

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  • Semko, Roman

Abstract

In this article we try to introduce Bayesian methodology for the estimation of dynamic stochastic general equilibrium model of the Ukrainian economy. The resulting impulse response functions can be used for increasing the efficiency of monetary and fiscal policy interventions. In addition, we showed that technology is one of the most important factors contributing to the stable long-term growth path of the economic system of Ukraine.

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File URL: http://mpra.ub.uni-muenchen.de/35215/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 35215.

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Date of creation: 2011
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Handle: RePEc:pra:mprapa:35215

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Keywords: DSGE model; Bayesian estimation; monetary and fiscal policy;

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References

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  1. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  2. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  3. Ben Bernanke & Mark Gertler & Simon Gilchrist, 1998. "The Financial Accelerator in a Quantitative Business Cycle Framework," NBER Working Papers 6455, National Bureau of Economic Research, Inc.
  4. Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics.
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Cited by:
  1. Irina Khvostova & Alexander Larin & Anna Novak, 2014. "Euler equation with habits and measurement errors: estimates on Russian micro data," HSE Working papers WP BRP 52/EC/2014, National Research University Higher School of Economics.

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