Aggregated News From Investment Management Regulators

Working Paper No. 84: DYNIMO – Version III. A DSGE model of the Icelandic economy

Report/Flag

Please complete the required fields.



Cover of Working Paper

No 84

Date: December 2020

Author: Stefán Thórarinsson.

The working paper by Stefán Thórarinsson can be accessed here: Dynimo – Version III: A DSGE model of the Icelandic economy

Abstract
This handbook describes the third version of DYNIMO, the Central Bank of Iceland’s dynamic stochastic general equilibrium model. Derivations from first principles to final equations are presented. In addition, the more advanced mathematical tools needed for the derivations are stated and their validity motivated. Subsequently, we estimate the model on Icelandic data over the period 2011Q1-2019Q4. Finally, evaluation of the model’s properties is performed.

Source link

Regulator Information

Regulator Name: Central Bank of Iceland
Abbreviation: CB IS
Jurisdiction: Iceland

Recent Articles

Marielle Cohen-Branche is reappointed as AMF Ombudsman for a three-year term

After consultation with the Board and on appointment by AMF Chairman Robert Ophèle, Marielle Cohen-Branche started her fourth term as the AMF Ombudsman on 12 November.

Impossibility of acquiring shares of Companies in Participation Account by Real Estate Funds

This post was translated by Regulatory.News for informational purposes only; the content below is not an official translation from the regulator. See the content...

Information regarding the company IRB-BRASIL RESSEGUROS SA

This post was translated by Regulatory.News for informational purposes only; the content below is not an official translation from the regulator. See the content...

Volume 44, Issue 47

This news item was originally published by the Ontario Securities Commission (OSC CA). For more information, see the Read more

OSC Staff Notice: 51-732 – Corporate Finance Branch 2021 Annual Report

This news item was originally published by the Ontario Securities Commission (OSC CA). For more information, see the Read more

Get the latest from Regulatory.News in your inbox!

×