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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w21862 |
来源ID | Working Paper 21862 |
Solution and Estimation Methods for DSGE Models | |
Jesús Fernández-Villaverde; Juan F. Rubio Ramírez; Frank Schorfheide | |
发表日期 | 2016-01-11 |
出版年 | 2016 |
语种 | 英语 |
摘要 | This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field. |
主题 | Econometrics ; Estimation Methods ; Microeconomics ; Mathematical Tools ; Macroeconomics ; Business Cycles ; Monetary Policy |
URL | https://www.nber.org/papers/w21862 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/579536 |
推荐引用方式 GB/T 7714 | Jesús Fernández-Villaverde,Juan F. Rubio Ramírez,Frank Schorfheide. Solution and Estimation Methods for DSGE Models. 2016. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w21862.pdf(3176KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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