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Estimating a DSGE model for Japan in a data-rich environment
Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55
Persistent link: https://www.econbiz.de/10011380592
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Bayesian estimation of DSGE models with Hamiltonian Monte Carlo
Farkas, Mátyás; Tatar, Balint - 2020
In this paper we adopt the Hamiltonian Monte Carlo (HMC) estimator for DSGE models by implementing it into a state-of-the-art, freely available high-performance software package. We estimate a small scale textbook New-Keynesian model and the Smets-Wouters model on US data. Our results and...
Persistent link: https://www.econbiz.de/10012268105
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Dynamic stochastic general equilibrium (DSGE) modelling in practice : identification, estimation and evaluation
Nachane, Dilip M. - In: Macroeconomics and finance in emerging market economies 10 (2017) 1/3, pp. 107-134
Persistent link: https://www.econbiz.de/10011904813
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
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Identifying dynamic games with serially correlated unobservables
Hu, Yingyao; Shum, Matthew - In: Structural econometric models, (pp. 97-113). 2013
Persistent link: https://www.econbiz.de/10010359151
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Confidence intervals for the Shapley–Shubik power index in Markovian games
Avrachenkov, Konstantin; Cottatellucci, Laura; Maggi, … - In: Dynamic games and applications : DGA 4 (2014) 1, pp. 10-31
Persistent link: https://www.econbiz.de/10010416240
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Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke; Pesendorfer, Martin - 2021
Persistent link: https://www.econbiz.de/10012806697
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Fitting both data and theories : polynomial adjustment costs and error-correction decision rules
Tinsley, Peter A. - 1993
Persistent link: https://www.econbiz.de/10000983799
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Optimal pricing with costly adjustment : evidence from retail-grocery prices
Slade, Margaret Emily - In: The review of economic studies 65 (1998) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10001238785
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Estimating nonreversible transmissions between integrated processes : a revised approach applied to Australian meat markets
Loy, Jens-Peter - 1998
Persistent link: https://www.econbiz.de/10000980931