Nonlinearity and Steady-State Changes in DSGE models

DSGE 模型中的非线性和稳态变化

• 批准号: 23730306
• 负责人: HIROSE Yasuo
• 金额: $ 2.75万
• 依托单位: Keio University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Young Scientists (B)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23730306/
• 关键词: 動学的一般均衡モデル; 名目金利の非負制約; 確率的トレンド; ベイズ推計; マクロ経済学; 金融政策; DSGEモデル; ベイズ推定

In the first project regarding dynamic stochastic general equilibrium (DSGE) models with the zero lower bound constraint on the nominal interest rate, I examine how and to what extent parameter estimates can be biased in a DSGE model that ignores the existence of the zero lower bound. In the second project that employs DSGE models with stochastic trends, I propose a method to identify news shocks, which are anticipated by economic agents, and quantify the importance of such shocks in explaining macroeconomic fluctuations.

在第一个项目中，关于名义利率零下限约束的动态随机通用平衡（DSGE）模型，我研究了在dsge模型中如何以及在何种程度上偏向于忽略零下限零下限的DSGE模型。在使用具有随机趋势的DSGE模型的第二个项目中，我提出了一种识别新闻冲击的方法，这些新闻冲击是经济代理人预期的，并量化了这种冲击在解释宏观经济波动中的重要性。

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Changes in the Federal Reserve Communication Strategy: A Structural Investigation

美联储沟通策略的变化：结构性调查

• 发表时间: 2012
• 作者: Okazaki;Tetsuji;Sawada;Michiru;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Atsushi Inoue;Yasuo Hirose and Atsushi Inoue;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Tomomi Miyazaki;Tomomi Miyazaki;Tomomi Miyazaki;Yasuo Hirose and Takushi Kurozumi
• 通讯作者: Yasuo Hirose and Takushi Kurozumi

The Effects of Bank of Japan's Liquidity Provision on the Year-End Premium

日本银行流动性供给对年末保费的影响

• DOI: 10.1016/j.jjie.2011.09.007
• 发表时间: 2012
• 期刊: Journal of the Japanese and International Economies
• 影响因子: 2.9
• 作者: Yasuo Hirose;Shinsuke Ohyama;and Ken Taniguchi
• 通讯作者: and Ken Taniguchi

Indeterminacy and Forecastability

不确定性和可预测性

• DOI: 10.1017/s1365100510001008
• 发表时间: 2014
• 期刊: Journal of Money, Credit and Banking
• 作者: Ippei Fujiwara;Yasuo Hirose
• 通讯作者: Yasuo Hirose

Changes in the Federal Reserve Communication Strategy : A Structural Investigation

美联储沟通策略的变化：结构性调查

• 发表时间: 2011
• 作者: Okazaki;Tetsuji;Sawada;Michiru;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Atsushi Inoue;Yasuo Hirose and Atsushi Inoue;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Yasuo Hirose and Takushi Kurozumi;Tomomi Miyazaki;Tomomi Miyazaki;Tomomi Miyazaki;Yasuo Hirose and Takushi Kurozumi;Tomomi Miyazaki;Yasuo Hirose and Takushi Kurozumi;Tomomi Miyazaki;Tomomi Miyazaki;Yasuo Hirose and Takushi Kurozumi
• 通讯作者: Yasuo Hirose and Takushi Kurozumi