DFG

Estimating New Keynesian DSGE Models with Rare Disaster Risk

This project investigates DSGE models with rare disaster risk. More information and a working paper coming soon.

Skewness Matters

This project investigates the impact of skewness on the identifiability and estimability of parameters in linear and nonlinear DSGE models with rare disasters, downward wage rigidity and asymmetric production innovation using new statistical distributions and econometric methods.