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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, U.K. :
Emerald,
2012.
|
| Colección: | Advances in econometrics ;
v. 28. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction / Juan Carlos Escanciano [and others]
- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani
- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others]
- 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.