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What you match does matter : the effects of data on DSGE estimation

Guerrón-Quintana, Pablo A. - In: Journal of applied econometrics 25 (2010) 5, pp. 774-804

Persistent link: https://www.econbiz.de/10008667450

The implications of inflation in an estimated new-Keynesian model

Guerrón-Quintana, Pablo A. - 2009

Persistent link: https://www.econbiz.de/10003916811

Estimating dynamic equilibrium models with stochastic volatility

Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012

Persistent link: https://www.econbiz.de/10009632872

Estimating dynamic equilibrium models with stochastic volatility

Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012

Persistent link: https://www.econbiz.de/10009655189

Do uncertainty and technology drive exchange rates?

Guerrón-Quintana, Pablo A. - 2009

Persistent link: https://www.econbiz.de/10003910414

Heterogeneous portfolio and labor choices, and the business cycle

Guerrón-Quintana, Pablo A. - 2006

Persistent link: https://www.econbiz.de/10003972102

Money demand heterogeneity and the great moderation

Guerrón-Quintana, Pablo A. - In: Journal of monetary economics 56 (2009) 2, pp. 255-266

Persistent link: https://www.econbiz.de/10003845464

Dynamics of investment, debt, and default

Gordon, Grey; Guerrón-Quintana, Pablo A. - In: Review of economic dynamics 28 (2018), pp. 71-95

Persistent link: https://www.econbiz.de/10012041460

Impulse response matching estimators for DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...

Persistent link: https://www.econbiz.de/10011418016

Estimating dynamic equilibrium models with stochastic volatility

Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2014

Persistent link: https://www.econbiz.de/10011661491