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Estimating dynamic equilibrium economies : linear versus nonlinear likelihood
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Journal of applied econometrics 20 (2005) 7, pp. 891-910
Persistent link: https://www.econbiz.de/10003243451
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Estimating macroeconomic models : a likelihood approach
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2006
Persistent link: https://www.econbiz.de/10003310868
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Comments on "Convergence properties of the likelihood of computed dynamic models"
Ackerberg, Daniel A.; Geweke, John; Hahn, Jinyong - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 2009-2017
Persistent link: https://www.econbiz.de/10003943456
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Comparing new Keynesian models in the Euro area : a Bayesian approach
Rabanal, Paul; Rubio-Ramírez, Juan Francisco - In: Spanish economic review : SER 10 (2008) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10003667849
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Solution and estimation methods for DSGE models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2015
Persistent link: https://www.econbiz.de/10011453005
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Solution and estimation methods for DSGE models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2016
Persistent link: https://www.econbiz.de/10011431350
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Solution and estimation methods for DSGE models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2015
Persistent link: https://www.econbiz.de/10011440953
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Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: The American economic review 105 (2015) 11, pp. 3352-3384
Persistent link: https://www.econbiz.de/10011413003
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Journal of econometrics 185 (2015) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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Narrative sign restrictions for SVARs
Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - In: The American economic review 108 (2018) 10, pp. 2802-2829
Persistent link: https://www.econbiz.de/10011924598