Tractable likelihood-based estimation of nonlinear DSGE models

DOI10.1016/j.econlet.2017.08.027zbMath1396.91414OpenAlexW2753233258MaRDI QIDQ1786780

Robert Kollmann

Publication date: 25 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.08.027

zbMATH Keywords

estimation of nonlinear DSGE modelsobservation equation inversion

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Comparison of solutions to the multi-country real business cycle model
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• A method for taking models to the data
• Computing second-order-accurate solutions for rational expectation models using linear solution methods
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
• Bayesian Analysis of DSGE Models

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