Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 4

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  DSGE models
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Perspectival representation in DSGE models

100%
Kawalec P.
Economics and Business Review
|
2017
|
vol. 3(17)
|
issue 3
80-99
EN
DSGE models (Introduction) have recently been criticized by P. Romer (2016) as pseudoscientific (Section 1). Their dominance is attributed to the uncritical “deference to authority” that has dominated macroeconomics “for the last 30 years”. In contrast, the paper aims to support the widespread view that – their problems notwithstanding – DSGE models meet the epistemic standards of scientific research. The argument turns on the recent advancements in theories of scientific representation (Section 1) and of empirical grounding (Section 2). The latter is illustrated with a historical case, which also substantiates Romer’s constructive point on the role of theory in design of measurements.
2

Wybrane zagadnienia w nauczaniu ekonomii matematycznej

100%
Mastalerz-Kodzis A., Pośpiech E.
Didactics of Mathematics
|
2011
|
issue 8 (12)
91-100
EN
Mathematical Economics has been taught in selected majors on University of Economics in Katowice since several years. Very dynamic modifications of academic education system and lecture schedules bring cogitations, new ideas and also many problems to solve. Therefore, there are many subjects of discussion connected with mathematical economics. Among others we can mention the following:  number of hours reserved for lectures of mathematical economics;  mathematical methods and economic knowledge required to attend in lectures of mathematical economics;  propositions to add in interesting and new subjects to the mathematical economics schedule. The purpose of the article is to present selected problems connected with schedule and substance in teaching of mathematical economics.
3

Overlapping Generation Models with Heterogeneous Agents and Aggregate Uncertainty in Macroeconomic Modelling

63%
Acedański J.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
|
2015
|
issue 5(941)
79-96
EN
The paper introduces the methodology of the overlapping generations models with heterogeneous agents and aggregate uncertainty – macroeconomic, stochastic general equilibrium models that account for consumer heterogeneity mainly with respect to age and wealth. Taking as an example my own model, which additionally allows for labour market status and skill heterogeneity, I show how consumer consumption and investment decision rules are derived. I also provide a detailed discussion of the most popular computational algorithms used to deal with those models. The model is then used to examine welfare gains from eliminating business cycle fluctuations on the labour market in Poland for different groups of consumers.
PL
W pracy przedstawiono metodologię budowy międzypokoleniowych modeli DSGE z niejednorodnymi podmiotami i zagregowanym ryzykiem. Te stochastyczne modele makroekonomiczne pozwalają na uwzględnienie zróżnicowania konsumentów przede wszystkim ze względu na wiek oraz zasób majątku. Na przykładzie autorskiego modelu, który dodatkowo uwzględnia niejednorodność ze względu na status na rynku pracy oraz zdolności, pokazano sposób wyprowadzania kluczowych równań opisujących decyzje konsumpcyjne i inwestycyjne podmiotów. W pracy przedstawiono również najważniejsze algorytmy obliczeniowe stosowane do analiz omawianych modeli. Na końcu pokazano przykład zastosowania modelu do analizy kosztów wahań cyklicznych na rynku pracy w Polsce dla różnych grup konsumentów.
4
Publication available in full text mode
Content available

Analiza następstw szoku inflacyjnego z wykorzystaniem modelu DSGE dla gospodarki polskiej

51%
Wójcik S.
Acta Universitatis Lodziensis. Folia Oeconomica
|
2016
|
vol. 4
|
issue 324
EN
The purpose of study was to analyze a reaction of polish economy for inflationary shock. Study concerned Polish economy from 1998 to 2013. A New Keynesian DSGE model for closed economy was employed. Different levels of autoregression of shocks were also checked. Reaction of variables was illustrated with a usage of impulse response functions (IRF). Results show that as level of autocorrelation of inflationary shock rises, the magnitude and time of returning to steady-state increases.
PL
Celem przeprowadzonego badania było zbadanie reakcji gospodarki na szok inflacyjny. Autor wykorzystał w tym celu nowokeynesistowski model DSGE dla gospodarki zamkniętej. Badanie dotyczyło gospodarki Polski w latach 1998–2013. W artykule zbadano reakcję zmiennych makroekonomicznych na szok inflacyjny o różnym stopniu autokorelacji. Reakcja zmiennych na szoki zilustrowana została za pomocą funkcji odpowiedzi na impuls (IRF). Otrzymane wyniki wskazują na wzrost zarówno siły reakcji zmiennych, jak i czasu ich powrotu do równowagi na skutek zwiększania się persystencji szoku inflacyjnego. 
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.