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Solution and Estimation Methods for DSGE Models

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

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 National Bureau of Economic Research, Inc in its series NBER Working Papers with number 21862.

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Date of creation: Jan 2016
Handle: RePEc:nbr:nberwo:21862
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