The Econometrics of DSGE Models
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- Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
- Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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More about this item
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-01-31 (Central Banking)
- NEP-DGE-2009-01-31 (Dynamic General Equilibrium)
- NEP-ECM-2009-01-31 (Econometrics)
- NEP-MAC-2009-01-31 (Macroeconomics)
Statistics
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