Dynamic identification of dynamic stochastic general equilibrium models
I Komunjer, S Ng - Econometrica, 2011 - Wiley Online Library
This paper studies dynamic identification of parameters of a dynamic stochastic general
equilibrium model from the first and second moments of the data. Classical results for …
equilibrium model from the first and second moments of the data. Classical results for …
[PDF][PDF] YADA manual—Computational details
A Warne - Manuscript, December, 2008 - ww.texlips.net
YADA (Yet Another Dsge Application) is a Matlab program for Bayesian estimation and
evaluation of Dynamic Stochastic General Equilibrium and vector autoregressive models …
evaluation of Dynamic Stochastic General Equilibrium and vector autoregressive models …
[PDF][PDF] Dynamic identification of DSGE models
I Komunjer, S Ng - Unpublished manuscript, University of California, San …, 2009 - Citeseer
A DSGE model is identifiable when perturbing the parameters characterizing the forward
looking optimizing model induces a distinguishable solution to the model. This paper studies …
looking optimizing model induces a distinguishable solution to the model. This paper studies …
[HTML][HTML] Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011
R Rodríguez Revilla - Ecos de Economía, 2011 - scielo.org.co
Este documento presenta una revisión cronológica de los Modelos de Equilibrio General
Dinámicos y Estocásticos (DSGE) desde 1995 hasta el 2011 desarrollados para la …
Dinámicos y Estocásticos (DSGE) desde 1995 hasta el 2011 desarrollados para la …
Dinamic and stochastic general equilibrium models for Colombia 1995-2011
R Rodríguez Revilla - Ecos de Economía, 2011 - scielo.org.co
Dinamic and stochastic general equilibrium models for Colombia 1995-2011 SciELO - Scientific
Electronic Library Online vol.15 issue33 Public infrastructure and housing prices: An application …
Electronic Library Online vol.15 issue33 Public infrastructure and housing prices: An application …
Model identification, migration, and investment-specific shocks: Three essays
C Smith - 2018 - openaccess.wgtn.ac.nz
This thesis consists of an introduction and three substantive chapters. Chapter 2 explores
the identification of a small open economy model. Chapter 3 focuses on the business cycle …
the identification of a small open economy model. Chapter 3 focuses on the business cycle …