Methods to Estimate Dynamic Stochastic General Equilibrium Models
Year of publication: |
2003
|
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Authors: | RUGE-MURCIA, Francisco J. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | DSGE models | estimation methods | Monte Carlo analysis | stochastic singularity | Bayesian priors |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 46 pages |
Classification: | E13 - Neoclassical ; C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
-
Methods to Estimate Dynamic Stochastic General Equilibrium Models
RUGE-MURCIA, Francisco J., (2003)
-
Methods to Estimate Dynamic Stochastic General Equilibrium Models
Ruge-Murcia, Francisco J., (2004)
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DSGE Model Validation in a Bayesian Framework: an Assessment
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