Methods to estimate dynamic stochastic general equilibrium models
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Cited in
(56)- Dynamic General Equilibrium Modelling
- The Asian financial crisis and international reserve accumulation: a robust control approach
- A numerical procedure to estimate real business cycle models using simulated annealing
- Small noise methods for risk-sensitive/robust economies
- Empirical likelihood block bootstrapping
- Testing for weak identification in possibly nonlinear models
- Data cloning: maximum likelihood estimation of DSGE models
- Estimation of ergodic agent-based models by simulated minimum distance
- Bayesian estimation of agent-based models
- Factor analysis in a model with rational expectations
- User's guide
- 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
- Limited participation and exchange rate dynamics: does theory meet the data?
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Unemployment insurance in a sticky-price model with worker moral hazard
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
- On the estimation of dynamic stochastic general equilibrium models: an empirical likelihood
- Tractable likelihood-based estimation of nonlinear DSGE models
- Set-Valued Techniques in Dynamic Economic Models
- The asymptotic properties of GMM and indirect inference under second-order identification
- Identifiability of structural singular vector autoregressive models
- GAMS: A stylistic approach to economic modelling
- A method for taking models to the data
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- Composite habits and international transmission of business cycles
- Computing equilibrium in OLG models with stochastic production
- Estimación de modelos de equilibrio general en economías dinámicas por métodos de Monte Carlo y Cadenas de Markov
- VAR-based estimation of Euler equations with an application to New Keynesian pricing
- A Monte Carlo procedure for checking identification in DSGE models
- DSGE pileups
- Comparing solution methods for dynamic equilibrium economies
- TAYLOR PROJECTION: A NEW SOLUTION METHOD FOR DYNAMIC GENERAL EQUILIBRIUM MODELS
- A dynamic network model of the unsecured interbank lending market
- Multiple filtering devices for the estimation of cyclical DSGE models
- Penalized indirect inference
- DSGE models in macroeconometrics: an introduction to the minimal econometric interpretation and its application
- Monetary policy and sunspot fluctuations in the United States and the euro area
- Data revisions and DSGE models
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
- Dynamic valuation decomposition within stochastic economies
- Information criteria for impulse response function matching estimation of DSGE models
- Monte Carlo evidence on the estimation method for industry dynamics
- DSGE models, detrending, and the method of moments
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
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- Discussion of ``Estimating linearized heterogeneous agent models using panel data
- Insurance claims modulated by a hidden Brownian marked point process
- A note on the underestimation and overestimation in stochastic input-output models
- Estimating dynamic equilibrium models with stochastic volatility
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models
- Estimating DSGE models using seasonally adjusted and unadjusted data
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