An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach

DOI10.1007/S11079-012-9239-3MaRDI QIDQ2416010zbMATH OpenOpenAlexFDO

Authors Paul Castillo, Carlos Montoro, Vicente Tuesta

Publication date 23 May 2019

Published in Open Economies Review (Search for Journal in Brave)

Full work available at URL https://dialnet.unirioja.es/servlet/oaiart?codigo=2236744

zbMATH Keywords

Bayesian estimationDSGEpartial dollarization

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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Cites work

• Bayes Factors
• Bayesian Analysis of DSGE Models—Rejoinder
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
• Evaluating an estimated New Keynesian small open economy model
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy

Cited in

(2)

• A model for monetary policy analysis for Sub-Saharan Africa
• Currency substitution, risk premia and the Taylor principle

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