IMF-用于综合政策分析的DSGE估计模型（英）-2023.6-65页.docx

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IMF-用于综合政策分析的DSGE估计模型（英）-2023.6-65页.docx

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欢迎阅读《国际货币基金组织》IMFWorkingpapers关于NewKeynesianSmallOpenEconomyModelforIntegratedPolicyAnalysis的研究报告，这是由KailiChen,MarcinKolasa,JesperLinde,HouWang,PawelZabczyk,以及JianpingZhou撰写，并由WijosenoBankofIndonesia贡献的一份研究论文这份报告旨在深入探讨

AnEstimatedDSGEModelforIntegratedPolicyAnalysis

KailiChen,MarcinKolasa,JesperLinde,HouWang,

PawelZabczyk,andJianpingZhou

WP/23/135

IMFWorkingPapersdescriberesearchin

progressbytheauthor(s)andarepublishedto

elicitcommentsandtoencouragedebate.

TheviewsexpressedinIMFWorkingPapersare

thoseoftheauthor(s)anddonotnecessarily

representtheviewsoftheIMF,itsExecutiveBoard,

orIMFmanagement.

2023

JUN

NAr

*TheauthorswouldliketothankseminarparticipantsattheIMFforveryvaluablediscussionsandcomments.AspecialthankyoutoAtetWijosenoattheBankofIndonesiawhocontributedstronglytoanearlierversionofthemodel.TheviewsexpressedhereinarethoseoftheauthorsandshouldnotbeattributedtotheIMF,itsExecutiveBoard,oritsmanagement.

?2023InternationalMonetaryFund

WP/23/135

IMFWorkingPaper

MonetaryandCapitalMarketsDepartment

AnEstimatedDSGEModelforIntegratedPolicyAnalysis

PreparedbyKailiChen,MarcinKolasa,JesperLindé,HouWang,PawelZabczyk,JianpingZhou

AuthorizedfordistributionbyJesperLindé

June2023

IMFWorkingPapersdescriberesearchinprogressbytheauthor(s)andarepublishedtoelicit

commentsandtoencouragedebate.TheviewsexpressedinIMFWorkingPapersarethoseofthe

author(s)anddonotnecessarilyrepresenttheviewsoftheIMF,itsExecutiveBoard,orIMFmanagement.

ABSTRACT:WeestimateaNewKeynesiansmallopeneconomymodelwhichallowsforforeignexchange(FX)marketfrictionsandapotentialroleforFXinterventionsforalargesetofemergingmarketeconomies(EMEs)andsomeinflationtargeting(IT)advancedeconomy(AE)countriesservingasacontrolgroup.Next,weusetheestimatedmodeltoexaminetheempiricalsupportfortheviewthatinterestratepolicymaynotbesufficienttostabilizeoutputandinflationfollowingcapitaloutflowshocks,andtheextenttowhichFX

interventions(FXI)canimprovepolicyt