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Methods to Estimate Dynamic Stochastic General Equilibrium Models
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Cited by:
- Kamal, Mona, 2011. "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper 28988, University Library of Munich, Germany.
- Adnan Haider Bukhari & Safdar Ullah Khan, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
- Haider, Adnan & Khan, Safdar Ullah, 2008. "A Small Open Economy DSGE Model for Pakistan," MPRA Paper 12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Karnizova, Lilia, 2010.
"The spirit of capitalism and expectation-driven business cycles,"
Journal of Monetary Economics, Elsevier, vol. 57(6), pages 739-752, September.
- Lilia Karnizova, 2008. "The Spirit of Capitalism and Expectation Driven Business Cycles," Working Papers 0804E, University of Ottawa, Department of Economics.
- Giovanni Angelini & Luca Fanelli, 2016.
"Misspecification and Expectations Correction in New Keynesian DSGE Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
- Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Givens, Gregory E., 2011.
"Unemployment insurance in a sticky-price model with worker moral hazard,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1192-1214, August.
- Gregory Erin Givens, 2008. "Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard," Working Papers 200807, Middle Tennessee State University, Department of Economics and Finance.
- Hafedh Bouakez & Emanuela Cardia & Francisco J. Ruge-Murcia, 2009.
"The Transmission Of Monetary Policy In A Multisector Economy,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1243-1266, November.
- BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2005. "The Transmission of Monetary Policy in a Multi-Sector Economy," Cahiers de recherche 20-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BOUAKEZ, Hafed & CARDIA Emanuela & RUGE-MURCIA, Francisco, 2005. "The Transmission of Monetary Policy in a Multi-Sector Economy," Cahiers de recherche 2005-16, Universite de Montreal, Departement de sciences economiques.
- Ravenna, Federico, 2007.
"Vector autoregressions and reduced form representations of DSGE models,"
Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2048-2064, October.
- Federico Ravenna, 2005. "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers 841, Society for Economic Dynamics.
- Federico Ravenna, 2006. "Vector autoregressions and reduced form representations of DSGE models," Working Papers 0619, Banco de España.
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
- Carlo A. Favero, 2009.
"The Econometrics of Monetary Policy: An Overview,"
Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 16, pages 821-850,
Palgrave Macmillan.
- Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michael Creel & Dennis Kristensen, "undated".
"Indirect Likelihood Inference,"
Working Papers
558, Barcelona School of Economics.
- Creel, Michael & Kristensen, Dennis, 2011. "Indirect Likelihood Inference," Dynare Working Papers 8, CEPREMAP.
- Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Wemy, Edouard, 2021. "Capital-labor substitution elasticity: A simulated method of moments approach," Economic Modelling, Elsevier, vol. 97(C), pages 14-44.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018.
"A dynamic network model of the unsecured interbank lending market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
- Ruge-Murcia, Francisco J., 2007.
"Methods to estimate dynamic stochastic general equilibrium models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
- Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
- Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
- RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
- Giesen, Sebastian & Scheufele, Rolf, 2016.
"Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models,"
Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
- Giesen, Sebastian & Scheufele, Rolf, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8/2013, Halle Institute for Economic Research (IWH).
- Paloviita, Maritta & Haavio, Markus & Jalasjoki, Pirkka & Kilponen, Juha & Vänni, Ilona, 2020. "Reading between the lines : Using text analysis to estimate the loss function of the ECB," Research Discussion Papers 12/2020, Bank of Finland.
- RUGE-MURCIA, Francisco J., 2010.
"Estimating Nonlinear DSGE Models by the Simulated Method of Moments,"
Cahiers de recherche
2010-10, Universite de Montreal, Departement de sciences economiques.
- Francisco J. Ruge-Murcia, 2011. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," 2011 Meeting Papers 237, Society for Economic Dynamics.
- Francisco J. Ruge-Murcia, 2010. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Working Paper series 49_10, Rimini Centre for Economic Analysis.
- RUGE-MURCIA, Francisco J., 2010. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche 19-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Paweł Baranowski & Piotr Krajewski & Michał Mackiewicz & Agata Szymańska, 2016. "The Effectiveness of Fiscal Policy Over the Business Cycle: A CEE Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1910-1921, August.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
"Empirical likelihood block bootstrapping,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Drissi, Ramzi & Ghassan, Hassan Belkacem, 2018.
"Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting,"
MPRA Paper
95174, University Library of Munich, Germany, revised Apr 2019.
- Drissi, Ramzi & Ghassan, Hassan B., 2018. "Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting," MPRA Paper 93075, University Library of Munich, Germany, revised Apr 2019.
- František Brázdik, 2011.
"An Announced Regime Switch: Optimal Policy for the Transition Period,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 411-431, November.
- Frantisek Brazdik, 2009. "Announced Regime Switch: Optimal Policy for Transition Period," CERGE-EI Working Papers wp402, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Morrisy, Stephen D., 2017. "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, vol. 60(C), pages 408-423.
- Hamed Ghiaie, 2018. "Macroeconomic Consequences of Bank’s Assets Reallocation After Mortgage Defaults," THEMA Working Papers 2018-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hamed Ghiaie, 2017. "Credit Crunch On Financial Intermediary," THEMA Working Papers 2017-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 914-938.
- Jim Malley & Ulrich Woitek, 2011.
"Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital,"
CESifo Working Paper Series
3567, CESifo.
- Malley, James & Woitek, Ulrich, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," SIRE Discussion Papers 2011-71, Scottish Institute for Research in Economics (SIRE).
- Jim Malley & Ulrich Woitek, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers 2011_20, Business School - Economics, University of Glasgow.
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
- Harding, Don & Negara, Siwage, 2008. "Estimating baseline real business cycle models of the Australian economy," MPRA Paper 33556, University Library of Munich, Germany.
- Ruge-Murcia, Francisco, 2024. "Asset prices in a production network," European Economic Review, Elsevier, vol. 166(C).
- Komunjer, Ivana & Zhu, Yinchu, 2020. "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 218(2), pages 561-586.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016.
"Solution and Estimation Methods for DSGE Models,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724,
Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
- Konstantinos Theodoridis & Francesco Zanetti, 2016.
"News shocks and labour market dynamics in matching models,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 906-930, August.
- Konstantinos Theodoridis & Francesco Zanetti, 2016. "News shocks and labour market dynamics in matching models," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 906-930, August.
- Konstantinos Theodoridis & Francesco Zanetti, 2015. "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers 1501, Birkbeck Centre for Applied Macroeconomics.
- Francesco Zanetti & Konstantinos Theodoridis, 2015. "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers 745, University of Oxford, Department of Economics.
- Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Kim, Jinill & Ruge-Murcia, Francisco J., 2009.
"How much inflation is necessary to grease the wheels?,"
Journal of Monetary Economics, Elsevier, vol. 56(3), pages 365-377, April.
- KIM, Jinill & RUGE-MURCIA, Francisco J., 2007. "How Much Inflation is Necessary to Grease the Wheels?," Cahiers de recherche 11-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kim, Jinill & Ruge-Murcia, Francisco J., 2007. "How Much Inflation is Necessary to Grease the Wheels?," Cahiers de recherche 2007-10, Universite de Montreal, Departement de sciences economiques.
- repec:wrk:wrkemf:11 is not listed on IDEAS
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Zheng, Y. & Gohin, A., 2018. "Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276001, International Association of Agricultural Economists.
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
- Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Malley, Jim & Woitek, Ulrich, 2010.
"Technology shocks and aggregate fluctuations in an estimated hybrid RBC model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
- Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
- Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
- Nida Cakir Melek & Michael Plante & Mine Yucel, 2021.
"Resource Booms and the Macroeconomy: The Case of U.S. Shale Oil,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 307-332, October.
- Nida Cakir Melek & Michael Plante & Mine Yucel, 2020. "Online Appendix to "Resource Booms and the Macroeconomy: The Case of U.S. Shale Oil"," Online Appendices 19-233, Review of Economic Dynamics.
- Yvan Lengwiler & Jean-Marc Natal, 2010. "Discussion: Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 301-311, March.
- Fujiwara, Ippei, 2007.
"Is there a direct effect of money?: Money's role in an estimated monetary business cycle model of the Japanese economy,"
Japan and the World Economy, Elsevier, vol. 19(3), pages 329-337, August.
- Ippei Fujiwara, 2003. "Is There a Direct Effect of Money?: Money's Role in an Estimated Monetary Business Cycle Model of the Japanese Economy," Discussion Papers in Economics and Business 03-15, Osaka University, Graduate School of Economics.
- Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco, 2014.
"Sectoral price rigidity and aggregate dynamics,"
European Economic Review, Elsevier, vol. 65(C), pages 1-22.
- Hafedh Bouakez & Emanuela Cardia & Francisco J. Ruge-Murcia, 2009. "Sectoral Price Rigidity and Aggregate Dynamics," Cahiers de recherche 0906, CIRPEE.
- BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2009. "Sectoral Price Rigidity and Aggregate Dynamics," Cahiers de recherche 01-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2009. "Sectoral Price Rigidity and Aggregate Dynamics," Cahiers de recherche 2009-01, Universite de Montreal, Departement de sciences economiques.
- Christophe Gouel & Nicolas Legrand, 2022.
"The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data,"
Working Papers
2022-04, CEPII research center.
- Nicolas Legrand & Christophe Gouel, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers hal-03809825, HAL.
- Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Introduction à la modélisation de type Modèle d'Equilibre Général Dynamique Stochastique avec friction (MEGDS) [Introduction to Dynamic Stochastic General Equilibrium Modeling with friction (DSGE)]," MPRA Paper 116642, University Library of Munich, Germany.
- Zhenxi Chen & Thomas Lux, 2018.
"Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 711-744, October.
- Zhenxi, Chen & Lux, Thomas, 2015. "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers 37, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Olivier Coibion & Yuriy Gorodnichenko, 2011.
"Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model,"
The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
- Olivier Coibion & Yuriy Gorodnichenko, 2008. "Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model," NBER Working Papers 14323, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko, 2010. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," Working Papers 93, Department of Economics, College of William and Mary.
- Zheng, Yu & Alexandre, Gohin, 2018. "Agricultural productivity and price volatility in France: a dynamic stochastic partial equilibrium approach," 2018 Annual Meeting, August 5-7, Washington, D.C. 274354, Agricultural and Applied Economics Association.
- Mr. Dominic Quint & Mr. Pau Rabanal, 2017.
"Should Unconventional Monetary Policies Become Conventional?,"
IMF Working Papers
2017/085, International Monetary Fund.
- Pau Rabanal & Dominic Quint, 2017. "Should Unconventional Monetary Policies Become Conventional?," 2017 Meeting Papers 526, Society for Economic Dynamics.
- Quint, Dominic & Rabanal, Pau, 2017. "Should Unconventional Monetary Policies Become Conventional?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168218, Verein für Socialpolitik / German Economic Association.
- Quint, Dominic & Rabanal, Pau, 2017. "Should unconventional monetary policies become conventional?," Discussion Papers 28/2017, Deutsche Bundesbank.
- Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6/2010, Halle Institute for Economic Research (IWH).
- Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," EconStor Preprints 269876, ZBW - Leibniz Information Centre for Economics.
- Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
- Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.
- Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2018.
"Changing credit limits, changing business cycles,"
European Economic Review, Elsevier, vol. 102(C), pages 211-239.
- Jensen, Henrik & Santoro, Emiliano & Ravn, Søren Hove, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010.
"RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE,"
Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, February.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper 2008/17, Norges Bank.
- Mutschler, Willi, 2018.
"Higher-order statistics for DSGE models,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
- Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Anindya Biswas & Biswajit Mandal, 2016. "Estimating Preference Parameters From Stock Returns Using Simulated Method Of Moments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-13, March.
- Blasques, Francisco & Duplinskiy, Artem, 2018.
"Penalized indirect inference,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
- Francisco Blasques & Artem Duplinskiy, 2015. "Penalized Indirect Inference," Tinbergen Institute Discussion Papers 15-009/III, Tinbergen Institute.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
- Grazzini, Jakob & Richiardi, Matteo, 2015.
"Estimation of ergodic agent-based models by simulated minimum distance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
- Marc P. Giannoni & Jean Boivin, 2005.
"DSGE Models in a Data-Rich Environment,"
Computing in Economics and Finance 2005
431, Society for Computational Economics.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
- Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
- Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
- Balma, Lacina, 2014. "Foreign Currency Debt and Exchange Rate Regimes in the Prospective Monetary Union of the ECOWAS Countries," Conference papers 332489, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Robert B. Barsky & Eric R. Sims, 2012.
"Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence,"
American Economic Review, American Economic Association, vol. 102(4), pages 1343-1377, June.
- Robert B. Barsky & Eric R. Sims, 2009. "Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence," NBER Working Papers 15049, National Bureau of Economic Research, Inc.
- Ibrahima Sangaré, 2014. "Chocs extérieurs et régimes monétaires en Asie du Sud-Est : une analyse DSGE," Working Papers hal-00949973, HAL.
- Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
- Erhan Artuç & Germán Bet & Irene Brambilla & Guido Porto, 2013.
"Trade Shocks and Factor Adjustment Frictions: Implications for Investment and Labor,"
Department of Economics, Working Papers
101, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Erhan Artuç & Germán Bet & Irene Brambilla & Guido Porto, 2013. "Trade Shocks and Factor Adjustment Frictions: Implications for Investment and Labor," IIE, Working Papers 101, IIE, Universidad Nacional de La Plata.
- Thomas A. Lubik & Frank Schorfheide, 2004.
"Testing for Indeterminacy: An Application to U.S. Monetary Policy,"
American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March.
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- repec:zbw:bofrdp:2020_012 is not listed on IDEAS
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