Estimating Nonlinear DSGE Models with Moments Based Methods
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Other versions of this item:
- Sergey, Ivashchenko, 2014. "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers 32, CEPREMAP.
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KeywordsDSGE; DSGE-VAR; GMM; nonlinear estimation;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-30 (All new papers)
- NEP-DGE-2013-06-30 (Dynamic General Equilibrium)
- NEP-ECM-2013-06-30 (Econometrics)
- NEP-ORE-2013-06-30 (Operations Research)
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