Browsing Working Papers (Economics) by Subject "Dynamic Stochastic General Equilibrium (DSGE) model"

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Forecasting the US real house price index : structural and non-structural models with and without fundamentals

Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-12)

We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in ...
A new-Keynesian DSGE model for forecasting the South African economy

Gupta, Rangan; Liu, Guangling; Schaling, Eric (University of Pretoria, Department of Economics, 2008-04)

This paper develops a New-Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) Model for forecasting the growth rate of output, inflation, and the nominal short-term interest rate (91-days Treasury Bills rate) for ...

Now showing items 1-2 of 2

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