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Estimation of DSGE models with the effective lower bound

Böhl, Gregor; Strobel, Felix - In: Journal of economic dynamics & control 158 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014532192

A frequency-domain analysis of medium-scale DSGE models

Wu, Jinshun; Maiti, Tapabrata - In: The Singapore economic review 67 (2022) 6, pp. 1951-1986

Persistent link: https://www.econbiz.de/10014240270

High-Dimensional DSGE Models : Pointers on Prior, Estimation, Comparison, and Prediction∗

Chib, Siddhartha; Shin, Minchul; Fei, Tan - 2020

Persistent link: https://www.econbiz.de/10014093585

Online Estimation of DSGE Models

Cai, Michael D.; Del Negro, Marco; Herbst, Edward; … - 2020

This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior … examples of multimodal posteriors that are well captured by SMC methods. We then use the online estimation of the DSGE model to …

Persistent link: https://www.econbiz.de/10014097669

Estimation of a small open economy DSGE model for Kazakhstan

Konebayev, Erlan - In: Post-communist economies 35 (2023) 7, pp. 670-707

Persistent link: https://www.econbiz.de/10014454800

Estimating a nonlinear New Keynesian model with the zero lower bound for Japan

Iiboshi, Hirokuni; Shintani, Mototsugu; Ueda, Kozo - In: Journal of money, credit and banking : JMCB 54 (2022) 6, pp. 1637-1671

Persistent link: https://www.econbiz.de/10013466476

Bayesian Estimation of DSGE Models

Guerrón-Quintana, Pablo - 2012

We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We … focus on New Keynesian (NK) DSGE models because of the interest shown in this class of models by economists in academic and … policy-making institutions. This interest stems from the ability of this class of DSGE model to transmit real, nominal, and …

Persistent link: https://www.econbiz.de/10013110010

Bayesian Estimation of DSGE Models

Guerrón-Quintana, Pablo - 2012

We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We … focus on New Keynesian (NK)DSGE models because of the interest shown in this class of models by economists in academic and … policy-making institutions. This interest stems from the ability of this class of DSGE model to transmit real, nominal, and …

Persistent link: https://www.econbiz.de/10013110585

Estimating DSGE models : recent advances and future challenges

Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2020

Persistent link: https://www.econbiz.de/10012265624

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