Browsing BI Research Centre's Series by Subject "Cryptocurrency"
Now showing items 1-3 of 3
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A New Economic Framework: A DSGE Model with Cryptocurrency
(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
(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. ... -
Forecasting Cryptocurrencies Financial Time Series
(CAMP Working Paper Series;5, Working paper, 2018-03)This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, ...