Estimating nonlinear DSGE models by the simulated method of moments : with an application to business cycles
Francisco Ruge-Murcia
| Year of publication: |
2012
|
|---|---|
| Authors: | Ruge-Murcia, Francisco |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 6, p. 914-938
|
| Subject: | Monte-Carlo analysis | Method of moments | Perturbation methods | Skewness | Asymmetric shocks | Momentenmethode | Dynamisches Gleichgewicht | Dynamic equilibrium | Schock | Shock | Konjunktur | Business cycle | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | DSGE-Modell | DSGE model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573436