Liu, Zheng; Waggoner, Daniel F.; Zha, Tao - 2009
estimating a
large set of dynamic stochastic general equilibrium (DSGE) models, along the lines
of Altig, Christiano, Eichenbaum … in general (Stock and Watson,
2003; Canova and Gambetti, 2004; Cogley and Sargent, 2005; Primiceri, 2005; Sims
and Zha …-switchingstatespaceform, onecanestimatethemodel
following the general estimation methodology of Sims, Waggoner, and Zha (2008).8
V.1. Three methods for computing …