Solution and Estimation Methods for DSGE Models

This chapter 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:	2016
Authors:	Fernández-Villaverde, Jesús
Other Persons:	Rubio-Ramírez, Juan Francisco (contributor) ; Schorfheide, Frank (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| DSGE-Modell \| DSGE model \| Dynamisches Gleichgewicht \| Dynamic equilibrium

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Extent:	1 Online-Ressource (245 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Handbook of Macroeconomics, Volume 2, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2015 erstellt
Classification:	C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E32 - Business Fluctuations; Cycles ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013002113