dynamic stochastic general equilibrium (DSGE)

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RePEc bibliography: [1]


Below are the studies lacking replication with method Dynamic stochastic general equilibrium (DSGE).


Below are the replicated studies with method Dynamic stochastic general equilibrium (DSGE).

  • Yongsung Chang, Joao F. Gomes, Frank Schorfheide. Learning-by-Doing as a Propagation Mechanism (AER 2002).
    JEL codes: C52, E32, J22. Methods: Micro-level wage equation, Bayesian estimation, Time series, Dynamic stochastic general equilibrium (DSGE) Software: GAUSS
    Data unavailable; Readme availability unknown; Code available (other site)
    Replication: CM Cornell. IJEB 2004.
    JEL codes: -. Keywords: -
    Data: -. Type: narrow sense. Result: successful. Call into question: no. Replication authors statement: -.
  • Urban Jermann, Vincenzo Quadrini. Macroeconomic Effects of Financial Shocks (AER 2012).
    JEL codes: E23, E32, E44, G01, G32. Methods: Bayesian estimation, Vector autoregression (VAR), Dynamic stochastic general equilibrium (DSGE), Ordinary least squares (OLS) Software: GAUSS
    Data available; Readme availability unknown; Code unavailable
    Replication: Johannes Pfeifer. Dynare WP 2016.
    JEL codes: E23, E32, E44, G01, G32. Keywords: Financial frictions, Pecking order, Marginal efficiency of investment
    Data: -. Type: -. Result: failed (different results). Call into question: yes. Replication authors statement: -.
  • Nicolas Coeurdacier, Hélène Rey, Pablo Winant. The Risky Steady State (AER 2011).
    JEL codes: -. Methods: Dynamic stochastic general equilibrium (DSGE) Software: -
    Data unavailable; Readme availability unknown; Code unavailable
    Replication: Lavan Mahadeva. SSRN 2012.
    JEL codes: -. Keywords: -
    Data: -. Type: reproduction (new methods). Result: failed (different results). Call into question: partly. Replication authors statement: -.
  • Matias Iaryczower, Matthew Shum. The Value of Information in the Court: Get it Right, Keep it Tight (AER 2012).
    JEL codes: D72, D82, D83, K10. Methods: reduced form estimation, Bayesian estimation, Dynamic stochastic general equilibrium (DSGE), Maximum likelihood (ML), Ordinary least squares (OLS) Software: MATLAB
    Data available; Readme availability unknown; Code available
    Replication: Stephen Hansen, Michael McMahon, Sorawoot Srisuma. JAE 2016.
    JEL codes: -. Keywords: -
    Data: -. Type: -. Result: -. Call into question: -. Replication authors statement: -.

Below are the replications with method Dynamic stochastic general equilibrium (DSGE).

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