Listar Documentos de trabajo DE - ES Lan Gaiak por tema "DSGE models"
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Data revisions in the estimation of DSGE models
Casares Polo, Miguel
; Vázquez, Jesús (2011)
Documento de trabajo / Lan gaiak 
Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-time data, and with high variability (around 80% of volatility observed in US real-time data). Their business cycle effects ... -
Entry and exit in recent US business cycles
Casares Polo, Miguel (2015)
Documento de trabajo / Lan gaiak
I show evidence indicating that the variability of the total number of business units (establishments) has significantly increased in recent US business cycles, accounting for nearly 2/3 of real GDP fluctuations during the ... -
A structural analysis of US entry and exit dynamics
Casares Polo, Miguel ; Khan, Hashmat; Poutineau, Jean-Christophe (2018)
Documento de trabajo / Lan gaiak
The authors report empirical evidence indicating that US business formation has recently turned more volatile, procyclical and persistent due to changes in exit dynamics. To study these stylized facts, we estimate a DSGE ... -
A structural analysis of US entry and exit dynamics. Technical appendix
Casares Polo, Miguel ; Khan, Hashmat; Poutineau, Jean-Christophe (2018)
Documento de trabajo / Lan gaiak
A. The optimizing programs of the model and other technical details (pages 1-7) B. Short-run and long-run equilibria in the DSGE model with endogenous entry and exit (pages 8-12) C. Average productivity (pages 13-15) D. ... -
Why are labor markets in Spain and Germany so different?
Casares Polo, Miguel ; Vázquez, Jesús (2016)
Documento de trabajo / Lan gaiak
The volatility of unemployment fluctuations has been about 3 times higher in Spain than in Germany over the recent business cycles (1996-2013). In contrast, fluctuations of the rate of wage inflation were significantly ...
