This paper studies dynamic identification of parameters of a dynamic stochastic general equilibrium model from the first and second moments of the data. Classical results for dynamic simultaneous ...

Dynamic traffic assignment (DTA) models are integral to modern transportation research, offering frameworks to predict and optimise the flow of vehicles over time within complex networks. These models ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in ...

The origin of spikes in single neurons was essentially solved by the Nobel-prize winning Hodgkin–Huxley model developed in the 1950s. Drawing directly from detailed neurophysiological recordings of ...

This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of ...