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 …

[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 …

[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I Komunjer, S Ng - Unpublished manuscript, University of California, San …, 2009 - Citeseer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 …

[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 …

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 …

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 …