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An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy

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Author Info
Wing Leong Teo (National Taiwan University)

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Abstract

In this paper, I estimate an open economy DSGE model for the Taiwanese economy. The model features multiple sources of real and nominal rigidities, including price and wage stickiness, investment and bond adjustment costs, as well as incomplete pass-through of exchange rates. Contrary to the usual practice in the literature, monetary policy is modeled as a money supply rule instead of an interest rate rule, to be consistent with the policy regime in Taiwan. The model is estimated using Bayesian techniques. The estimated model is used to characterize monetary policy in Taiwan and assess relative importance of various shocks and frictions in Taiwanese economy

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2006 with number 334.

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Date of creation: 04 Jul 2006
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Handle: RePEc:sce:scecfa:334

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Related research
Keywords: DSGE model; Bayesian Structural Estimation; Monetary Policy; Business Cycle;

Find related papers by JEL classification:
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance

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This page was last updated on 2009-12-9.


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