DSGE models in macroeconomics estimation, evaluation, and new developments /
This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade t...
| Други автори: | Balke, Nathan S., Canova, Fabio., Milani, Fabio., Wynne, Mark A. |
|---|---|
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Bingley, U.K. :
Emerald,
2012.
|
| Серия: |
Advances in econometrics ;
v. 28. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=526503 |
Съдържание:
- Introduction / Juan Carlos Escanciano [and others]
- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani
- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others]
- News, non-invertibility, and structural VARs / Eric R. Sims
- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martinez-Garcia, Diego Vilan, Mark A. Wynne
- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo
- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari
- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov
- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu
- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado
- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang.