Methods to estimate dynamic stochastic general equilibrium models

DOI10.1016/j.jedc.2006.09.005zbMath1163.91488OpenAlexW2164262415MaRDI QIDQ1027381

Francisco J. Ruge-Murcia

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/4fc8x822

zbMATH Keywords

priorsDSGE modelsestimation methodsstochastic singularity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Stochastic models in economics (91B70) Economic growth models (91B62) General equilibrium theory (91B50)

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