Empirical analysis of the “shimer puzzle”

This paper aims to examine the “Shimer Puzzle” by using a dynamic stochastic general equilibrium (DSGE) approach. The appropriate calibrate strategy could assist in solving two aspects of the Shimer puzzle by generating more accurate standard errors for unemployment and elasticity of the v–u ratio w...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Fumitaka Furuoka, Beatrice Lim, Khairul Hanim Pazim, Li Jingyi
Format: Proceedings
Sprache:English
English
Veröffentlicht: Universiti Malaysia Sabah 2020
Schlagworte:
Online Zugang:https://eprints.ums.edu.my/id/eprint/27597/1/Empirical%20analysis%20of%20the%20%E2%80%9Cshimer%20puzzle%E2%80%9D-%20Abstract.pdf
https://eprints.ums.edu.my/id/eprint/27597/2/Empirical%20analysis%20of%20the%20%E2%80%9CShimer%20Puzzle%E2%80%9D.pdf