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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

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

MEDEA: a DSGE model for the Spanish economy

Burriel, Pablo; Fernández-Villaverde, Jesús; … - 2009

Persistent link: https://www.econbiz.de/10011675170

Comparing dynamic equilibrium economies to data

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

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

MEDEA : a DSGE model for the Spanish economy

Burriel, Pablo; Fernández-Villaverde, Jesús; … - 2009

Persistent link: https://www.econbiz.de/10003854253

Commentary on MEDEA: a DSGE model for the Spanish economy

Ferroni, Filippo - In: SERIEs : Journal of the Spanish Economic Association 1 (2010) 1/2, pp. 245-249

Persistent link: https://www.econbiz.de/10009355410

MEDEA: a DSGE model for the Spanish economy

Burriel, Pablo; Fernández-Villaverde, Jesús; … - In: SERIEs : Journal of the Spanish Economic Association 1 (2010) 1/2, pp. 175-243

In this paper, we provide a brief introduction to a new macroeconometric model of the Spanish economy named MEDEA (Modelo de EquilibrioDinámico de la Economía EspañolA). MEDEA is a dynamic stochastic general equilibrium (DSGE) model that aims to describe the main features of the Spanish...

Persistent link: https://www.econbiz.de/10009355412

Macroeconomics and volatility : data, models, and estimation

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2013

Persistent link: https://www.econbiz.de/10010247745

Macroeconomics and volatility : data, models, and estimation

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2010

Persistent link: https://www.econbiz.de/10008780325

Macroeconomics and volatility : data, models, and estimation

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2010

Persistent link: https://www.econbiz.de/10008807851