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Solution and Estimation Methods for DSGE Models

Rubio-Ramírez, Juan Francisco, Frank Schorfheide and Fernández-Villaverde, Jesús
Authors registered in the RePEc Author Service: Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez

No 11032, CEPR Discussion Papers from C.E.P.R. Discussion Papers

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.

Keywords: Approximation error analysis; Bayesian inference; Dsge model; Frequentist inference; Gmm estimation; Impulse response function matching; Likelihood-based inference; Metropolis-hastings algorithm; Minimum distance estimation; Particle filter (search for similar items in EconPapers)
JEL-codes: C11 C13 C32 C52 C61 C63 E32 E52 (search for similar items in EconPapers)
Date: 2015-12
New Economics Papers: this item is included in nep-cmp, nep-dge, nep-ecm, nep-ets, nep-mac and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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