RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model
AbstractReplication program for Ireland(2004), "A Method for Taking Models to the Data", Journal of Economic Dynamics and Control, vol 28, no. 6, 1205-1226. Demonstrates use of DSGE instruction, combined with DLM, for estimating a dynamic model using maximum likelihood.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00104.
Programming language: RATS
Requires: RATS 7.20
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Other versions of this item:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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