Solution and Estimation Methods for DSGE Models

Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Frank Schorfheide

No 21862, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: 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.

JEL-codes: C11 C13 C32 C52 C61 C63 E32 E52 (search for similar items in EconPapers)
Date: 2016-01
New Economics Papers: this item is included in nep-cmp, nep-dge, nep-ecm, nep-mac and nep-ore
Note: EFG
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Citations: View citations in EconPapers (155)

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Related works:
Chapter: Solution and Estimation Methods for DSGE Models (2016)
Working Paper: Solution and Estimation Methods for DSGE Models (2015)
Working Paper: Solution and Estimation Methods for DSGE Models (2015)
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