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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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A note on the role of the natural condition of control in the estimation of DSGE models
Fukač, Martin; Havlena, Vladimír - In: Finance a úvěr 61 (2011) 5, pp. 453-466
Persistent link: https://www.econbiz.de/10009374516
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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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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011442250
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Policy predictions if the model does not fit
Del Negro, Marco; Schorfheide, Frank - In: Journal of the European Economic Association 3 (2005) 2/3, pp. 434-443
Persistent link: https://www.econbiz.de/10003016767
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Policy predictions if the model doesn't fit
Del Negro, Marco (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002583360
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Note on the role of natural condition of control in the estimation of DSGE models
Fukač, Martin; Havlena, Vladimír - 2011
Persistent link: https://www.econbiz.de/10009298899
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Solution-Driven Specification of DSGE Models
Blasques, Francisco - 2013
theory. A prototypical application reveals the importance of this method in improving the specification of functional … nonlinearities that are consistent with economic theory. The solution-driven specification is also shown to have the potential to …
Persistent link: https://www.econbiz.de/10013082985
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Note on the Role of Natural Condition of Control in the Estimation of DSGE Models
Fukac, Martin - 2013
This paper is written by authors from technical and economic fields, motivated to find a common language and views on the problem of the optimal use of information in model estimation. The center of our interest is the natural condition of control - a common assumption in the Bayesian estimation...
Persistent link: https://www.econbiz.de/10013092428