Solution and Estimation Methods for DSGE Models

Jesús Fernández-Villaverde, Juan F. Rubio Ramírez, Frank Schorfheide

This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field

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Year of publication:	January 2016
Authors:	Fernández-Villaverde, Jesús
Other Persons:	Schorfheide, Frank (contributor) ; Ramírez, Juan F. Rubio (contributor)
Institutions:	National Bureau of Economic Research (contributor)
Publisher:	Cambridge, Mass : National Bureau of Economic Research
Subject:	Schätztheorie \| Estimation theory \| DSGE-Modell \| DSGE model \| Dynamisches Gleichgewicht \| Dynamic equilibrium

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Extent:	1 Online-Ressource
Series:	NBER working paper series ; no. w21862
Type of publication:	Book / Working Paper
Language:	English
Notes:	Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers.
Other identifiers:	10.3386/w21862 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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