Przeglądaj KAE Working Papers według tematu "DSGE models"

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    • Does foreign sector help forecast domestic variables in DSGE models? 

      Kolasa, Marcin; Rubaszek, Michał (2016-12)
      This paper evaluates the forecasting performance of several small open economy DSGE models relative to a closed economy benchmark using a long span of data for Australia, Canada and the United Kingdom. We find that opening ...

    • A solution to the global identification problem in DSGE models 

      Kocięcki, Andrzej; Kolasa, Marcin (2023-01)
      We develop an analytical framework to study global identification in structural models with forward-looking expectations. Our identification condition combines the similarity transformation linking the observationally ...