DSGE models in macroeconomics [electronic resource] : estimation, evaluation, and new development / edited by Nathan Balke, Fabio Canova, Fabio Milani, Mark A. Wynne.
The modeling of expectations in empirical DSGE models : a survey -- Optimal monetary policy in an estimated local currency pricing model -- News, non-invertibility, and structural VARS -- Bayesian estimation of NOEM models : identification and inference in small samples -- Fitting U.S. trend inflation : a rolling-window approach -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm -- Approximation properties of Laplace-type estimators -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior.
Reproduction
Electronic reproduction. Perth, W.A. Available via World Wide Web.
