Browsing BI Open by Author "Asimakopoulos, Stylianos"
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A New Economic Framework: A DSGE Model with Cryptocurrency
Asimakopoulos, Stylianos; Lorusso, Marco; Ravazzolo, Francesco (CAMP Working Paper Series;07/2019, Working paper, 2019-10-12)This paper develops a Dynamic Stochastic General Equilibrium (DSGE) model to evaluate the economic repercussions of cryptocurrency. We assume that cryptocurrency offers an alternative currency option to government currency ... -
A Bayesian DSGE Approach to Modelling Cryptocurrency
Asimakopoulos, Stylianos; Lorusso, Marco; Ravazzolo, Francesco (CAMP Working Paper Series;09/2023, Working paper, 2023-09-21)We develop and estimate a DSGE model to evaluate the economic repercussions of cryptocurrency. In our model, cryptocurrency offers an alternative currency option to government currency, with endogenous supply and demand. ... -
A Bayesian DSGE approach to modelling cryptocurrency
Asimakopoulos, Stylianos; Lorusso, Marco; Ravazzolo, Francesco (Journal article; Peer reviewed, 2023)We develop and estimate a DSGE model to evaluate the economic repercussions of cryptocurrency. In our model, cryptocurrency offers an alternative currency option to government currency, with endogenous supply and demand. ...