✦ LIBER ✦

Evaluating the information matrix in linearized DSGE models

✍ Scribed by Nikolay Iskrev

Book ID: 116421927
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 141 KB
Volume: 99
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.10.016

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Evaluating the sample likelihood of line

Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter

✍ Stephanie Schmitt-Grohé; Martín Uribe 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 129 KB

Limited information estimation and evalu

Limited information estimation and evaluation of DSGE models

✍ Martin Fukač; Adrian Pagan 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

## Abstract We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated with full information methods. These require that the complete system of equations be specified properly. Some limited information analysis, which focuses upon

The Incremental Predictive Information A

The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models

✍ Oleg Korenok; Norman R. Swanson 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB

NON-LINEAR DSGE MODELS AND THE CENTRAL D

NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER

✍ Martin M. Andreasen 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 395 KB

Endogenous Persistence in an estimated D

Endogenous Persistence in an estimated DSGE Model Under Imperfect Information

✍ Paul Levine; Joseph Pearlman; George Perendia; Bo Yang 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 444 KB

[Advances in Econometrics] DSGE Models i

[Advances in Econometrics] DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments Volume 28 || The Modeling of Expectations in Empirical DSGE Models: A Survey

✍ Balke, Nathan; Canova, Fabio; Milani, Fabio; Wynne, Mark A. 📂 Article 📅 2012 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 233 KB

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 t