This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous ...

In this paper a two sector dynamic general equilibrium model is developed in order to evaluate the implications of the underground economy from a business cycle perspective. There are three main ...

Dynamic traffic assignment (DTA) models are integral to modern transportation research, offering frameworks to predict and optimise the flow of vehicles over time within complex networks. These models ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in ...

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of ...

This article ( original research paper) proposes a systematic regression-based fundamental equity valuation model that can potentially be applied in areas such as quantitative finance and machine ...

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