Tractable likelihood-based estimation of nonlinear DSGE models
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Cites work
- A method for taking models to the data
- Bayesian Analysis of DSGE Models
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Comparison of solutions to the multi-country real business cycle model
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
Cited in
(16)- Data cloning: maximum likelihood estimation of DSGE models
- System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys}
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
- Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter
- Estimating nonlinear dynamic equilibrium models by matching impulse responses
- DSGE pileups
- DSGE models, detrending, and the method of moments
- Solving DSGE models with a nonlinear moving average
- The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
- Comments on ``Convergence properties of the likelihood of computed dynamic models
- Assessing DSGE model nonlinearities
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
- On the estimation of dynamic stochastic general equilibrium models: an empirical likelihood
- Euro area inflation persistence in an estimated nonlinear DSGE model
- Convergence Properties of the Likelihood of Computed Dynamic Models
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