DSGE models in macroeconomics estimation, evaluation, and new developments

This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade t...

Full description

Saved in:
Bibliographic Details
Other Authors Balke, Nathan S., Canova, Fabio, Milani, Fabio, Wynne, Mark A.
Format eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2012.
SeriesAdvances in econometrics ; v. 28.
Subjects
Macroeconomics.
Equilibrium (Economics)
Econometrics.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781781903063
ISSN0731-9053 ;
Physical Description1 online zdroj (xii, 467 p.) : ill.

Cover

Table of Contents:
  • Introduction / Juan Carlos Escanciano ... [et al.]
  • The modeling of expectations in empirical DSGE models : a survey / Fabio Milani
  • Optimal monetary policy in an estimated local currency pricing model / Eiji Okano ... [et al.]
  • News, non-invertibility, and structural VARs / Eric R. Sims
  • Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne
  • Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo
  • Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari
  • Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov
  • Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu
  • On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado
  • Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang.

Similar Items