Pages that link to "Item:Q1027381"
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The following pages link to Methods to estimate dynamic stochastic general equilibrium models (Q1027381):
Displayed 23 items.
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Data revisions and DSGE models (Q341910) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Unemployment insurance in a sticky-price model with worker moral hazard (Q550832) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Data cloning: maximum likelihood estimation of DSGE models (Q831399) (← links)
- Limited participation and exchange rate dynamics: does theory meet the data? (Q844631) (← links)
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model (Q975889) (← links)
- VAR-based estimation of Euler equations with an application to New Keynesian pricing (Q1017002) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Composite habits and international transmission of business cycles (Q1655621) (← links)
- Bayesian estimation of agent-based models (Q1655642) (← links)
- The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- Penalized indirect inference (Q1754510) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- MONETARY POLICY AND SUNSPOT FLUCTUATIONS IN THE UNITED STATES AND THE EURO AREA (Q2843397) (← links)
- Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound (Q6088781) (← links)