Analysing DSGE models with global sensitivity analysis

DOI10.1007/s10614-007-9110-6zbMath1136.91540OpenAlexW1981575594MaRDI QIDQ928139

Marco Ratto

Publication date: 11 June 2008

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

Full work available at URL: https://doi.org/10.1007/s10614-007-9110-6

zbMATH Keywords

DSGE modelsHigh dimensional model representationGlobal sensitivity analysisMonte Carlo filteringReduced form solutionStability mapping

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Uses Software

• Dynare
• Gensys

Cites Work

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• A method for taking models to the data
• Does trade openness matter for aggregate instability?
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• Solving linear rational expectations models
• Monetary policy and stable indeterminacy with inertia
• Uniformly distributed sequences with an additional uniform property
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Sensitivity Analysis in Practice

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