Assessing DSGE model nonlinearities

DOI10.1016/J.JEDC.2017.07.006zbMATH Open1401.91501OpenAlexW3124578643MaRDI QIDQ1655751FDOQ1655751

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

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zbMATH Keywords

Bayesian analysisperturbation solutionasymmetric adjustment costseconometric model evaluationpredictive checksquadratic autoregressions

Mathematics Subject Classification ID

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

Cites Work

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Cited In (6)

• Natural rate measures in an estimated DSGE model of the U.S. Economy
• Solving DSGE models with a nonlinear moving average
• The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
• Agent based-stock flow consistent macroeconomics: towards a benchmark model
• Sequential Monte Carlo with model tempering
• Revisiting the optimal inflation rate with downward nominal wage rigidity: the role of heterogeneity

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