DSGE pileups
From MaRDI portal
Publication:1655666
DOI10.1016/j.jedc.2016.11.002zbMath1401.91247OpenAlexW4246547374MaRDI QIDQ1655666
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2016.11.002
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic stochastic general equilibrium theory (91B51)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Striated Metropolis-Hastings sampler for high-dimensional models
- Identification and estimation of Gaussian affine term structure models
- Testing for weak identification in possibly nonlinear models
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
- A method for taking models to the data
- VAR analysis, nonfundamental representations, Blaschke matrices
- Solving and estimating indeterminate DSGE models
- VARMA representation of DSGE models
- Solving linear rational expectations models
- How to maximize the likelihood function for a DSGE model
- Testable implications of affine term structure models
- Tailored randomized block MCMC methods with application to DSGE models
- Dynamic Identification of Dynamic Stochastic General Equilibrium Models
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
- Job Creation and Job Destruction in the Theory of Unemployment
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
- Inference in dynamic stochastic general equilibrium models with possible weak identification
- Unemployment and Business Cycles
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models
- A Survey of Sequential Monte Carlo Methods for Economics and Finance
- Bayesian Analysis of DSGE Models
- Normalization in Econometrics
- Estimating Macroeconomic Models: A Likelihood Approach
- Identification in Parametric Models
- The Identification Problem for Multiple Equation Systems with Moving Average Errors
- The bootstrap and Edgeworth expansion
This page was built for publication: DSGE pileups