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Economic theories and macroeconomic reality
Loria, Francesca; Matthes, Christian; Wang, Mu-Chun - 2021
that, while inessential to the theoretical mechanism that is central to the specific theory, would be essential to fit the …
Persistent link: https://www.econbiz.de/10012792815
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Frequentist inference in weakly identified DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009
Persistent link: https://www.econbiz.de/10003863748
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Frequentist inference in weakly identified DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009
Persistent link: https://www.econbiz.de/10003887157
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Estimation and evaluation of DSGE models : progress and challenges
Schorfheide, Frank - 2011
"Estimated dynamic stochastic equilibrium (DSGE) models are now widely used for empirical research in macroeconomics as well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent advances in the estimation and evaluation of DSGE models,...
Persistent link: https://www.econbiz.de/10008859591
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Estimation and evaluation of DSGE models : progress and challenges
Schorfheide, Frank - 2010
Persistent link: https://www.econbiz.de/10008823758
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Model fit and model selection
Kocherlakota, Narayana Rao - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 349-360
Persistent link: https://www.econbiz.de/10003507786
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Essays in formulating and estimating DSGE models
Nicoletti, Giulio - 2010
Persistent link: https://www.econbiz.de/10003986033
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Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
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Can a data-rich environment help identify the sources of model misspecification?
Monti, Francesca - 2015
Persistent link: https://www.econbiz.de/10011312175
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Estimation and evaluation of DSGE models : progress and challenges
Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010247744