DSGE pileups

DOI10.1016/j.jedc.2016.11.002zbMath1401.91247OpenAlexW4246547374MaRDI QIDQ1655666

Stephen D. Morris

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

zbMATH Keywords

maximum likelihood estimationposterior probabilityglobal identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

A solution to the global identification problem in DSGE models

Uses Software

• Gensys

Cites Work

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