Methods to Estimate Dynamic Stochastic General Equilibrium Models
Year of publication: |
2003
|
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Authors: | RUGE-MURCIA, Francisco J. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | DSGE models | estimation methods | Monte Carlo analysis | stochastic sin- gularity | Bayesian iors |
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
Paccagnini, Alessia, (2010)
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Monetary Policy When Wages Are Downwardly Rigid: Friedman Meets Tobin
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Do Inflation-Targeting Central Banks Implicitly Target the Price Level?
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Durable Goods, Inter-Sectoral Linkages and Monetary Policy
BOUAKEZ, Hafedh, (2008)
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