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Solution and Estimation Methods for DSGE Models

Listed author(s):
  • Fernández-Villaverde, Jesús
  • Rubio-Ramírez, Juan Francisco
  • Schorfheide, Frank

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.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 11032.

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Date of creation: Dec 2015
Handle: RePEc:cpr:ceprdp:11032
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