A New Keynesian Model of the Armenian Economy /

This paper develops a small open economy dynamic stochastic general equilibrium (DSGE) model of the Armenian economy. The structure of the model is largely motivated by recent developments in DSGE modeling, with key extensions to incorporate specific structural characteristics of the Armenian econom...

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Bibliographic Details
Main Author: Stepanyan, Ara
Other Authors: Dabla-Norris, Era, Mkrtchyan, Ashot
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/066
Online Access:Full text available on IMF
Description
Summary:This paper develops a small open economy dynamic stochastic general equilibrium (DSGE) model of the Armenian economy. The structure of the model is largely motivated by recent developments in DSGE modeling, with key extensions to incorporate specific structural characteristics of the Armenian economy. The resultant model can be used to simulate monetary policy paths and help analyze the robustness of policy conclusions. The paper tests the model's properties on Armenian data, demonstrating that the main stylized features relevant for monetary policy making are well captured by the model.
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Physical Description:1 online resource (43 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students