Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
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Publication:433696
DOI10.1016/J.JEDC.2012.01.008zbMATH Open1243.91072OpenAlexW2022754168MaRDI QIDQ433696FDOQ433696
Publication date: 6 July 2012
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.2012.01.008
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Cited In (13)
- Estimating nonlinear dynamic equilibrium models by matching impulse responses
- Fifth-order perturbation solution to DSGE models
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- Title not available (Why is that?)
- Valuation risk revalued
- Monetary policy when wages are downwardly rigid: Friedman meets Tobin
- Penalized indirect inference
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS
- Risk matters: breaking certainty equivalence in linear approximations
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
- Incentive-driven inattention
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