| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP11032 |
| DP11032 Solution and Estimation Methods for DSGE Models | |
| Juan Francisco Rubio-Ramírez; Frank Schorfheide; Jesus Fernandez-Villaverde | |
| 发表日期 | 2015-12-27 |
| 出版年 | 2015 |
| 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 | Monetary Economics and Fluctuations |
| 关键词 | Approximation error analysis Bayesian inference Dsge model Frequentist inference Gmm estimation Impulse response function matching Likelihood-based inference Metropolis-hastings algorithm Minimum distance estimation Particle filter |
| URL | https://cepr.org/publications/dp11032 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/539861 |
| 推荐引用方式 GB/T 7714 | Juan Francisco Rubio-Ramírez,Frank Schorfheide,Jesus Fernandez-Villaverde. DP11032 Solution and Estimation Methods for DSGE Models. 2015. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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