DSGE models in macroeconomics: estimation, evaluation, and new developments
Gespeichert in:
| Weitere beteiligte Personen: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Bingley [u.a.]
Emerald
2012
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Advances in econometrics
28 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025458775&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025458775&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XII, 467 S. graph. Darst. |
| ISBN: | 9781781903056 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS
LIST OF CONTRIBUTORS
vii
INTRODUCTION
ix
PART I: MODELING AND ESTIMATION PRACTICE
THE MODELING OF EXPECTATIONS IN
EMPIRICAL DSGE MODELS: A SURVEY
Fabio Milani
З
OPTIMAL MONETARY POLICY IN AN ESTIMATED
LOCAL CURRENCY PRICING MODEL
Eiji Okano, Masataka Eguchi, Hiroshi Gunji and
39
Tomomi
Miyazaki
NEWS, NON-INVERTIBILITY, AND
STRUCTURAL
VARS
Eric R. Sims
81
BAYESIAN ESTIMATION OF
NOEM
MODELS:
IDENTIFICATION AND INFERENCE IN
SMALL SAMPLES
Enrique
Martínez-García,
Diego
Vilan
and
137
Mark A. Wynne
FITTING U.S. TREND INFLATION:
A ROLLING-WINDOW APPROACH
Efrem Castelnuovo
201
vi
CONTENTS
EXPECTATION FORMATION AND MONETARY
DSGE MODELS: BEYOND THE RATIONAL
EXPECTATIONS PARADIGM
Fabio Milani
and Ashish Raibhandari
253
PART II: ECONOMETRIC METHODOLOGY
APPROXIMATION PROPERTIES OF LAPLACE-TYPE
ESTIMATORS
Anna Korrnilitsina and Denis Nekipelov
291
FREQUENCY DOMAIN ANALYSIS OF MEDIUM
SCALE DSGE MODELS WITH APPLICATION TO
SMETS
AND
WOUTERS
(2007)
Denis Thachenho and Zhongjun Qu
319
ON THE ESTIMATION OF DYNAMIC STOCHASTIC
GENERAL EQUILIBRIUM MODELS: AN EMPIRICAL
LIKELIHOOD APPROACH
Sara
Riscado
387
STRUCTURAL ESTIMATION OF THE
NEW-KEYNESIAN MODEL: A FORMAL TEST
OF BACKWARD- AND FORWARD-LOOKING
BEHAVIOR
Tae-Seok Jang
421
DSGE Models in
Macroeconomics: Estimation Evaluation, and
New Developments
This volume of Advances in Econometrics contains articles that examine key topics in the modeling
and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models
combine micro- and
macroeconomic
theory with formal econometric modeling and inference, over
the past decade they have become an established framework for analyzing a variety of issues in
empirical macroeconomics.
The volume contains research articles that make contributions in several key areas in DSGE
modeling and estimation. In particular, papers cover important topics, such as the modeling and role
of expectations, the study of optimal monetary policy in two-country models with local currency and
producer currency pricing, and the problem of non-invertibility, which arises when the
VAR
model
implied by the state space representation of a linearized DSGE model fails to perfectly reveal the
state variables. Other interesting areas of inquiry include the analysis of parameter identification in
new open economy
macroeconomic
models and the modeling of trend inflation shocks.
The second part of the volume is devoted to articles that offer innovations in econometric
methodology. These papers advance new techniques for addressing major inferential problems and
include discussion and applications of Laplace-type, frequency domain, empirical likelihood, and
method of moments estimators.
|
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| id | DE-604.BV040631521 |
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| indexdate | 2024-12-20T16:19:15Z |
| institution | BVB |
| isbn | 9781781903056 |
| language | English |
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| physical | XII, 467 S. graph. Darst. |
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| series | Advances in econometrics |
| series2 | Advances in econometrics Emerald books |
| spellingShingle | DSGE models in macroeconomics estimation, evaluation, and new developments Advances in econometrics Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd |
| subject_GND | (DE-588)4210294-7 (DE-588)4143413-4 |
| title | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_auth | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_exact_search | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_full | DSGE models in macroeconomics estimation, evaluation, and new developments ed. by Nathan Balke ... |
| title_fullStr | DSGE models in macroeconomics estimation, evaluation, and new developments ed. by Nathan Balke ... |
| title_full_unstemmed | DSGE models in macroeconomics estimation, evaluation, and new developments ed. by Nathan Balke ... |
| title_short | DSGE models in macroeconomics |
| title_sort | dsge models in macroeconomics estimation evaluation and new developments |
| title_sub | estimation, evaluation, and new developments |
| topic | Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd |
| topic_facet | Allgemeines Gleichgewichtsmodell Aufsatzsammlung |
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