Trend agnostic one step estimation of DSGE models
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- Ferroni Filippo, 2011. "Trend Agnostic One-Step Estimation of DSGE Models," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, July.
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More about this item
Keywords
DSGE models; Filters; Structural estimation; Business Cycles;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2009-04-13 (Dynamic General Equilibrium)
- NEP-ECM-2009-04-13 (Econometrics)
- NEP-MAC-2009-04-13 (Macroeconomics)
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