Transmission of news shocks in a small open economy DSGE model

DOI10.1504/IJMMNO.2014.059940zbMATH Open1303.91120OpenAlexW2020141331MaRDI QIDQ478017FDOQ478017

Authors: Ashish Rajbhandari 

Publication date: 10 December 2014

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2014.059940

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zbMATH Keywords

MCMCDSGE modelsopen economy macroeconomicsnews shocks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

Cited In (2)

• Beggar thy neighbor? The transmission of fiscal shocks from the US to Canada
• Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks

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