... a dynamic stochastic general equilibrium model (DSGE), which was estimated through Bayesian inference techniques using data from Brazil. Design/methodology/approach The model developed was used to investigate the effects of the public debt average maturity management when the economy faces a monetary...

... stochastic general equilibrium (DSGE) framework and using Bayesian techniques, the authors estimate a model for the Indonesian economy using quarterly data spanning the period 2005Q2–2019Q4. Findings The reserve requirement is found to assume a complementary role to that of the interest rate policy...

... dynamic stochastic general equilibrium (DSGE) versions for the US economy, one with and one without the presence of residential rent. Findings The findings provide evidence that the inclusion of the rental housing market can improve the assessment of public policies and the projection of scenarios...

... volatility to evaluate the sign and size of uncertainty shocks. The authors use a nonlinear DSGE model to gain deeper insights about the transmission mechanism of monetary policy uncertainty. Findings The authors show that monetary policy volatility is high and constant. Both inflation and interest rates...