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.
References listed on IDEAS
- Sungbae An & Frank Schorfheide, 2007.
"Bayesian Analysis of DSGE Models,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
- An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
- Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
- Collard, Fabrice & Juillard, Michel, 2001.
"Accuracy of stochastic perturbation methods: The case of asset pricing models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 979-999, June.
- Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP.
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Keywords
DSGE; DSGE-VAR; GMM; nonlinear estimation;JEL classification:
- 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
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