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Estimating Macroeconomic Models: A Likelihood Approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Jesús Fernández-Villaverde
Juan F. Rubio-Ramirez
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies ,"
Working Paper
2003-27, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:
S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
Levine's Bibliography
122247000000000855, UCLA Department of Economics.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
PIER Working Paper Archive
04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(12), pages 2477-2508, December.
[Downloadable!] (restricted) S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Value Function Iteration ,"
QM&RBC Codes
121, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Finite Elements Method ,"
QM&RBC Codes
118, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Perturbation (2nd and 5th order) ,"
QM&RBC Codes
120, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Chebyshev Polynomials ,"
QM&RBC Codes
119, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Linear and Log-Linear Approximation ,"
QM&RBC Codes
117, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] McFadden, Daniel, 1989.
"A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration ,"
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249, Federal Reserve Bank of Minneapolis.
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Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004.
"Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood ,"
PIER Working Paper Archive
04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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Bernanke, Ben S. & Mihov, Ilian, 1995.
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Fermanian, Jean-David & Salani , Bernard, 2004.
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Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1997.
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"Bayesian Vector Autoregressions with Stochastic Volatility ,"
Econometrica ,
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"Projection methods for solving aggregate growth models ,"
Journal of Economic Theory ,
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Other versions: Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005.
"A,B,C's (and D's)'s for Understanding VARS ,"
Levine's Bibliography
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Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005.
"A, B, C’s (And D’s) For Understanding VARS ,"
PIER Working Paper Archive
05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez & Thomas Sargent, 2005.
"A, B, C’s, (and D’s) for understanding VARs ,"
Working Paper
2005-09, Federal Reserve Bank of Atlanta.
[Downloadable!] Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005.
"A, B, C's (and D)'s for Understanding VARs ,"
NBER Technical Working Papers
0308, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006.
"A,B,C's (and D's)'s for Understanding VARS ,"
Levine's Bibliography
321307000000000646, UCLA Department of Economics.
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"Measures of Fit for Calibrated Models ,"
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King, Robert G. & Rebelo, Sergio T., 1993.
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"Indirect Inference ,"
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Gourieroux, C. & Monfort, A. & Renault, E., 1992.
"Indirect Inference ,"
Papers
92.279, Toulouse - GREMAQ.
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9215, Institut National de la Statistique et des Etudes Economiques-.
Mehra, Rajnish & Prescott, Edward C., 1985.
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Raf Wouters & Frank Smets, 2005.
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Frank Smets & Raf Wouters, 2004.
"Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach ,"
Research series
200410-1, National Bank of Belgium.
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391, European Central Bank.
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"Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach ,"
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Vuong, Quang H, 1989.
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"Long-Run Implications of Investment-Specific Technological Change ,"
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Greenwood, J. & Hercowitz, Z. & Krusell, P., 1996.
"Long-Run Implications of Investment-Specific Technological Change ,"
RCER Working Papers
420, University of Rochester - Center for Economic Research (RCER).
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2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
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"The role of investment-specific technological change in the business cycle ,"
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"Convergence Properties of the Likelihood of Computed Dynamic Models ,"
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Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2001.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
Levine's Bibliography
843644000000000057, UCLA Department of Economics.
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Gianni Amisano & Oreste Tristani, 2007.
"Euro area inflation persistence in an estimated nonlinear DSGE model ,"
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Working Papers
07-11, Federal Reserve Bank of Philadelphia.
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Juan Francisco Rubio-Ramírez & Daniel Waggoner & Tao Zha, 2005.
"Markov-switching structural vector autoregressions: theory and application ,"
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2005-27, Federal Reserve Bank of Atlanta.
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Other versions: Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models ,"
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James B. Bullard & Aarti Singh, 2007.
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Fuentes-Albero, Cristina, 2007.
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Paul Pichler, 2007.
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