Smets-Wouters '03 model revisited - an implementation in gEcon
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References listed on IDEAS
- Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014. "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper 55612, University Library of Munich, Germany.
- Frank Smets & Raf Wouters, 2003.
"An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
- Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
More about this item
KeywordsDSGE; monetary policy; staggered prices; staggered wages;
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2015-06-13 (Computational Economics)
- NEP-DGE-2015-06-13 (Dynamic General Equilibrium)
- NEP-EEC-2015-06-13 (European Economics)
- NEP-MAC-2015-06-13 (Macroeconomics)
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