Estimation and Evaluation of DSGE Models : Progress and Challenges

Frank Schorfheide

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, discusses current challenges, and provides avenues for future research

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Year of publication:	February 2011
Authors:	Schorfheide, Frank
Institutions:	National Bureau of Economic Research (contributor)
Publisher:	Cambridge, Mass : National Bureau of Economic Research
Subject:	Dynamisches Gleichgewicht \| Dynamic equilibrium \| Modellierung \| Scientific modelling \| Bewertung \| Evaluation \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory

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