A method for taking models to the data
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Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A Bayesian approach to dynamic macroeconomics
- An Econometric Study of Hours and Output Variation with Preference Shocks
- An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
- Inference in Nonlinear Econometric Models with Structural Change
- Real business-cycle theory. Wisdom or whimsy?
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- The Solution of Linear Difference Models under Rational Expectations
- Time to Build and Aggregate Fluctuations
- Time to Build and Aggregate Fluctuations: Some New Evidence
Cited in
(38)- Durable goods and the forward-looking theory of consumption: estimates implied by the dynamic effects of money
- Econometric analysis of structural systems with permanent and transitory shocks
- Bayesian Analysis of DSGE Models
- Inventories, fluctuations, and goods sector cycles
- On the informational role of term structure in the US monetary policy rule
- Understanding the effect of technology shocks in SVARs with long-run restrictions
- Model-Centric Data Manifold: The Data Through the Eyes of the Model
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Optimal interest rate stabilization in a basic sticky-price model
- Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- Making a match: combining theory and evidence in policy-oriented macroeconomic modeling
- Unemployment insurance in a sticky-price model with worker moral hazard
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Real rigidities, productivity improvements and investment dynamics
- Tractable likelihood-based estimation of nonlinear DSGE models
- Identifiability of structural singular vector autoregressive models
- Data, model, conclusion, doing it again
- Methods to estimate dynamic stochastic general equilibrium models
- scientific article; zbMATH DE number 5813868 (Why is no real title available?)
- On the application and use of DSGE models
- VAR-based estimation of Euler equations with an application to New Keynesian pricing
- A method for agent-based models validation
- DSGE pileups
- By force of demand: explaining cyclical fluctuations of international trade and government spending
- Electoral uncertainty, fiscal policy and macroeconomic fluctuations
- Analysing DSGE models with global sensitivity analysis
- Multipliers of unexpected increases in defense spending: an empirical investigation
- Efficient GMM estimation with singular system of moment conditions
- Maximum likelihood estimation of singular systems of equations
- Labor and investment frictions in a real business cycle model
- Data revisions and DSGE models
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- A reconsideration of money growth rules
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- scientific article; zbMATH DE number 926769 (Why is no real title available?)
- Estimation of continuous-time linear DSGE models from discrete-time measurements
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