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...
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Universiti Malaysia Sabah
2020
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my.ums.eprints.275972021-07-04T12:58:44Z https://eprints.ums.edu.my/id/eprint/27597/ Empirical analysis of the “shimer puzzle” Fumitaka Furuoka Beatrice Lim Khairul Hanim Pazim Li Jingyi HB Economic theory. Demography HD Industries. Land use. Labor 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 with respect to productivity. However, there remains the unsolvable problem of generating an accurate standard deviation for vacancy. Universiti Malaysia Sabah 2020 Proceedings PeerReviewed text en https://eprints.ums.edu.my/id/eprint/27597/1/Empirical%20analysis%20of%20the%20%E2%80%9Cshimer%20puzzle%E2%80%9D-%20Abstract.pdf text en https://eprints.ums.edu.my/id/eprint/27597/2/Empirical%20analysis%20of%20the%20%E2%80%9CShimer%20Puzzle%E2%80%9D.pdf Fumitaka Furuoka and Beatrice Lim and Khairul Hanim Pazim and Li Jingyi (2020) Empirical analysis of the “shimer puzzle”. http://ir.umk.edu.my/bitstream/123456789/1547/1/UMS%20CONFERENCE%20POCEEDINGS%20HR%2020%20OCTOBER%202020.pdf |
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HB Economic theory. Demography HD Industries. Land use. Labor Fumitaka Furuoka Beatrice Lim Khairul Hanim Pazim Li Jingyi Empirical analysis of the “shimer puzzle” |
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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 with respect to productivity. However, there remains the unsolvable problem of generating an accurate standard deviation for vacancy. |
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Proceedings |
author |
Fumitaka Furuoka Beatrice Lim Khairul Hanim Pazim Li Jingyi |
author_facet |
Fumitaka Furuoka Beatrice Lim Khairul Hanim Pazim Li Jingyi |
author_sort |
Fumitaka Furuoka |
title |
Empirical analysis of the “shimer puzzle” |
title_short |
Empirical analysis of the “shimer puzzle” |
title_full |
Empirical analysis of the “shimer puzzle” |
title_fullStr |
Empirical analysis of the “shimer puzzle” |
title_full_unstemmed |
Empirical analysis of the “shimer puzzle” |
title_sort |
empirical analysis of the “shimer puzzle” |
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Universiti Malaysia Sabah |
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2020 |
url |
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 https://eprints.ums.edu.my/id/eprint/27597/ http://ir.umk.edu.my/bitstream/123456789/1547/1/UMS%20CONFERENCE%20POCEEDINGS%20HR%2020%20OCTOBER%202020.pdf |
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