{"id":25217,"date":"2003-05-09T00:00:00","date_gmt":"2003-05-09T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/structural-vars-and-dsge-models-applications-to-macroeconomics\/"},"modified":"2003-05-09T00:00:00","modified_gmt":"2003-05-09T00:00:00","slug":"structural-vars-and-dsge-models-applications-to-macroeconomics","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/economia-general\/structural-vars-and-dsge-models-applications-to-macroeconomics\/","title":{"rendered":"Structural vars and dsge models: applications to macroeconomics"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Stefano Neri <\/strong><\/h2>\n<p>Los argumentos de la tesis son los modelos var estructurales y los modelos din\u00e1micos de equilibrio general ambos aplicados a la macroeconom\u00eda. el primer cap\u00edtulo analiza, por medio de modelos var, los efectos de la pol\u00edtica monetaria y fiscal sobre el producto interior bruto (pib) y el nivel de los precios en la econom\u00eda norteamericana a partir de los a\u00f1os sesenta. Ambas pol\u00edticas producen efectos peque\u00f1os. El cap\u00edtulo demuestra que si en un modelo var para el an\u00e1lisis solo de la pol\u00edtica monetaria se incluyen variables fiscales, sus efectos se reducen de la mitad. el segundo cap\u00edtulo analiza los efectos de aumentos de los tipos de inter\u00e9s a corto plazo sobre los \u00edndices de bolsas en los pa\u00edses que forman el g-7 y en espa\u00f1a. Los efectos, en general negativos y transitorios, son indiferentes en t\u00e9rmino de reducci\u00f3n de los \u00edndices entre los pa\u00edses analizados. Variaciones ex\u00f3genas de los tipos de inter\u00e9s no parecen ser responsables de los principales movimientos en los \u00edndices de bolsa. el tercer cap\u00edtulo presenta un modelo de equilibrio econ\u00f3mico general en el cual las familias consumidoras pueden invertir en acciones y en dep\u00f3sitos bancarios. El modelo, calibrado sobre los datos de la econom\u00eda norteamericana es capaz de reproducir, desde un punto cualitativo, los efectos de la pol\u00edtica monetaria sobre el \u00edndice de la bolsa. el \u00faltimo cap\u00edtulo confronta tres modelos de equilibrio econ\u00f3mico general alternativos del ciclo econ\u00f3mico. En el primero las fricciones financieras determinan end\u00f3genamente costes para variar el nivel de capital. En los otros dos estos costes son ex\u00f3genos. Los modelos son estimados mediante el m\u00e9todo de la m\u00e1xima verosimilitud utilizando datos sobre la econom\u00eda norteamericana de 1966 hasta el 2001. El resultado principal es que el primer modelo no parece explicar mejor que los modelos alternativos las din\u00e1micas de las principales variables del modelo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Structural vars and dsge models: applications to macroeconomics<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Structural vars and dsge models: applications to macroeconomics <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Stefano Neri <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pompeu fabra<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 05\/09\/2003<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Fabio Canova<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: albert Marcel torrens <\/li>\n<li>gabriel Pe\u00e9rez-quir\u00f3s (vocal)<\/li>\n<li>carlo Favero (vocal)<\/li>\n<li>mart\u00edn Ellison (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Stefano Neri Los argumentos de la tesis son los modelos var estructurales y los modelos din\u00e1micos de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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