Christophe Martial Mbassi

5 Questions 9 Answers 0 Followers

Questions related from Christophe Martial Mbassi

How to determine the optimal monetary policy rule for a given DSGE model on dynare?

Hi, everyone, Please I would like to determine the optimal monetary policy rule with dynare for my DSGE model, but I don't know how to do it. I don't know the commands to determine the optimal...

11 December 2018 2,835 3 View

What about the estimate of Central Bank optimal reaction function and loss function using a (linearized or not) DSGE model or another model?

Hello dear all, I am currently in the final year of my phd. thesis and my last chapter. In this chapter I aim to estimate an optimal reaction function of the Central Bank that takes into account...

24 June 2018 8,305 4 View

How to specify my econometric model with simple interaction and squared interaction (just for the continuous variable) in the same equation?

Hello dear all, I need some help about this: For a chapter of my PH.D. thesis, I have 2 objectives, and one of them is to assess the role of inflation targeting in the relationship between GDP...

18 January 2018 9,628 8 View

When I run my GMM model, I fail to reject the null hypothesis of AR1 test that there is no serial correlation. Is it a matter?

Dear all, I want to assess the effects of financial instability on growth. My model is based on Beck and Levine (2004). But when I run it I cannot reject the null hypothesis of AR1 that there is...

29 March 2017 2,090 6 View

How can I deal with non-stationary regressors in a System-GMM estimation ?

I use system-GMM to assess the effects of financial conditions on macroeconomic performances. But I face to some doubts. Some of my regressors are non-stationary. So, how can I deal with? - Can I...

19 March 2017 9,161 5 View