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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Dsge Models in Macroeconomics: Estimation, Evaluation and New Developments

Dsge Models in Macroeconomics: Estimation, Evaluation and New Developments

Balke, Nathan
Canova, Fabio
Milani, Fabio

Hardcover

Series: Advances in Econometrics, Book 28

Economics

ISBN10: 1781903050
ISBN13: 9781781903056
Publisher: Emerald Pub Ltd
Published: Nov 29 2012
Pages: 467
Weight: 1.80
Height: 1.60 Width: 6.10 Depth: 9.10
Language: English
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 research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. 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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