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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Journal of econometrics 185 (2015) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2014
Persistent link: https://www.econbiz.de/10011661491
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2013
Persistent link: https://www.econbiz.de/10011664565
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 196 (2017) 1, pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
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Reading the recent monetary history of the US, 1959 - 2007
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2010
Persistent link: https://www.econbiz.de/10003976643
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Estimating DSGE models : recent advances and future challenges
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2020
Persistent link: https://www.econbiz.de/10012265624
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Estimating DSGE models : recent advances and future challenges
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Annual review of economics 13 (2021), pp. 229-252
Persistent link: https://www.econbiz.de/10012612561
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Estimating DSGE Models : Recent Advances and Future Challenges
Fernández-Villaverde, Jesús - 2020
We review the current state of the estimation of DSGE models. After introducing a general framework for dealing with DSGE models, the state-space representation, we discuss how to evaluate moments or the likelihood function implied by such a structure. We discuss, in varying degrees of detail,...
Persistent link: https://www.econbiz.de/10012481263
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Filtering with limited information
Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - 2024
Persistent link: https://www.econbiz.de/10015078607
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Estimating DSGE Models : Recent Advances and Future Challenges
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2022
We review the current state of the estimation of DSGE models. After introducing a general framework for dealing with DSGE models, the state-space representation, we discuss how to evaluate moments or the likelihood function implied by such a structure. We discuss, in varying degrees of detail,...
Persistent link: https://www.econbiz.de/10013296081