Estimation du choc de productivité et de préférence avec un petit modèle DSGE sans gouvernement et sans commerce

Andrianady, Josué R. (2024): Estimation du choc de productivité et de préférence avec un petit modèle DSGE sans gouvernement et sans commerce.

Abstract

This paper investigates the estimation of productivity and preference shocks using a DSGE model. In the absence of government and international trade, this simplified framework provides a clear view of the internal dynamics of a closed economy. We analyze the impact of these shocks on consumption, investment, and economic growth. The results indicate that productivity shocks have lasting effects, while preference shocks lead to transitory variations. These findings offer insights into the dynamics of economies without external interactions.

• Item Type: MPRA Paper
• English Title: Estimating productivity and preference shocks using a small DSGE model without government and trade
• Language: French
• Keywords: productivity shock, preference shock, DSGE model, closed economy, economic dynamics.
• Subjects: C - Mathematical and Quantitative Methods > C0 - General; C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods; E - Macroeconomics and Monetary Economics > E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy; E - Macroeconomics and Monetary Economics > E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy > E22 - Investment ; Capital ; Intangible Capital ; Capacity

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