Estimation and Evaluation of DSGE Models : Progress and Challenges

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:	2011
Authors:	Schorfheide, Frank
Publisher:	[S.l.] : SSRN
Subject:	Dynamisches Gleichgewicht \| Dynamic equilibrium \| Theorie \| Theory \| Bewertung \| Evaluation \| Bayes-Statistik \| Bayesian inference \| Modellierung \| Scientific modelling

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Extent:	1 Online-Ressource (52 p)
Series:	FRB of Philadelphia Working Paper ; No. 11-7
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2011 erstellt
Other identifiers:	10.2139/ssrn.1754684 [DOI]
Classification:	C5 - Econometric Modeling ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014186380