DSGE pileups (Q1655666)

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Language	Label	Description	Also known as
English	DSGE pileups	scientific article

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scholarly article

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DSGE pileups (English)

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zbMATH Open document ID

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10.1016/j.jedc.2016.11.002

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Stephen D. Morris

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Journal of Economic Dynamics \& Control

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publication date

9 August 2018

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

global identification

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maximum likelihood estimation

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posterior probability

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jedc.2016.11.002

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Bayesian Analysis of DSGE Models

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How to maximize the likelihood function for a DSGE model

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Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models

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Tailored randomized block MCMC methods with application to DSGE models

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Unemployment and Business Cycles

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A Survey of Sequential Monte Carlo Methods for Economics and Finance

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Solving and estimating indeterminate DSGE models

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Estimating Macroeconomic Models: A Likelihood Approach

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Frequentist inference in weakly identified dynamic stochastic general equilibrium models

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Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations

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The bootstrap and Edgeworth expansion

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Normalization in Econometrics

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Identification and estimation of Gaussian affine term structure models

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Testable implications of affine term structure models

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The Identification Problem for Multiple Equation Systems with Moving Average Errors

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Testing for weak identification in possibly nonlinear models

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A method for taking models to the data

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Dynamic Identification of Dynamic Stochastic General Equilibrium Models

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VAR analysis, nonfundamental representations, Blaschke matrices

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VARMA representation of DSGE models

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Job Creation and Job Destruction in the Theory of Unemployment

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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

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Inference in dynamic stochastic general equilibrium models with possible weak identification

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Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models

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Identification in Parametric Models

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Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle

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Solving linear rational expectations models

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Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

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Striated Metropolis-Hastings sampler for high-dimensional models

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Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data

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