Similar Search Results

Comparing dynamic equilibrium economies to data

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2001

Persistent link: https://www.econbiz.de/10001630682

Comparing Dynamic Equilibrium Economies to Data

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2002

This paper studies the properties of the Bayesian approach to estimation and comparison of dynamic equilibrium …

Persistent link: https://www.econbiz.de/10014122702

Comparing Dynamic Equilibrium Economies to Data : A Bayesian Approach

Fernández-Villaverde, Jesús - 2015

This paper studies the properties of the Bayesian approach to estimation and comparison of dynamic equilibrium …

Persistent link: https://www.econbiz.de/10013032688

Indirect inference for the identification of star variables in macroeconomic models

Minford, Patrick; Xu, Yongdeng - 2025

Star variables, such as potential output and the neutral real interest rate, are fundamental to economic policymaking but challenging to identify due to their latent nature. Buncic, Pagan, and Robinson (2023) highlight the difficulty of identifying star variables within short macroeconomic...

Persistent link: https://www.econbiz.de/10015329658

What to expect when you're calibrating : measuring the effect of calibration on the estimation of macroeconomic models

Iskrev, Nikolay - In: Journal of economic dynamics & control 99 (2019), pp. 54-81

Persistent link: https://www.econbiz.de/10012130799

Chapter 9. Solution and Estimation Methods for DSGE Models

Fernández-Villaverde, J.; Rubio-Ramírez, J.F.; … - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 527-724). 2016

This chapter provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium …

Persistent link: https://www.econbiz.de/10014024288

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494

Persistent link: https://www.econbiz.de/10010409930

Frequentist inference in weakley identified dynamic stochastic general equilibrium models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229

Persistent link: https://www.econbiz.de/10010126204

Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2012

far the greatest, necessitating re-estimation by indirect inference to ensure that the model is tested in its fullest …

Persistent link: https://www.econbiz.de/10009563550

Penalized indirect inference

Blasques, Francisco; Duplinskiy, Artem - 2015

since priors offer a way to exert control over the estimation results. This paper proposes a penalized indirect inference …

Persistent link: https://www.econbiz.de/10010464781