Assessing DSGE model nonlinearities

DOI10.1016/J.JEDC.2017.07.006MaRDI QIDQ1655751zbMATH OpenOpenAlexFDO

Authors S. Borağan Aruoba, Luigi Bocola, Frank Schorfheide

Publication date 9 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2017.07.006

zbMATH Keywords

asymmetric adjustment costsBayesian analysiseconometric model evaluationperturbation solutionpredictive checksquadratic autoregressions

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(9)

• Agent based-stock flow consistent macroeconomics: towards a benchmark model
• Solving DSGE models with a nonlinear moving average
• Revisiting the optimal inflation rate with downward nominal wage rigidity: the role of heterogeneity
• The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
• Euro area inflation persistence in an estimated nonlinear DSGE model
• Sequential Monte Carlo with model tempering
• Survey data and subjective beliefs in business cycle models
• Discussion of “Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly”
• Natural rate measures in an estimated DSGE model of the U.S. Economy

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