ScholarLens Back to search
2006•Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)Open access

Stochastic simulation of a DSGE model for Brazil

Hui Lok Sin, Wagner Piazza Gaglianone

Open full text 11 citations

Abstract

In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

Open-access reader

About this research paper

What this paper is about

In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

Why it matters

OpenAlex reports 11 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

Key concepts: Dynamic stochastic general equilibrium, Bayesian probability, Impulse (physics), Econometrics, Impulse response, Bayes estimator, Computer science, Estimation

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Stochastic simulation of a DSGE model for Brazil — Research Paper | ScholarLens