Structural macroeconometrics /

Main Author: DeJong, David N.
Other Authors: Dave, Chetan
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, c2007.
Subjects:
Table of Contents:
  • Introduction
  • Approximating and solving DSGE models
  • Removing trends and isolating cycles
  • Summarizing time series behavior
  • DSGE models : three examples
  • Calibration
  • Matching moments
  • Maximum likelihood
  • Bayesian methods
  • Nonlinear approximation methods
  • Implementing nonlinear approximations empirically.