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Essays on Empirical Dynamic Stochastic General Equilibrium Models
2010The overall goal of this thesis is to provide a deeper understanding of the role of dynamic stochastic general equilibrium (DSGE) models as foundations upon which empirical work is conducted. This is a very broad topic with a large existing literature. For this purpose, my dissertation focuses on applying the tools and rich structure of DSGE models to
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Stationary equilibrium in stochastic dynamic models: Semi-Markov strategies
Economic Theory Bulletin, 2021Subir K Chakrabarti
exaly
Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood [PDF]
, 2002 This paper develops a method that uses a likelihood approach to directly compare two or more non-nested dynamic, stochastic general equilibrium (DSGE) models. It is shown how DSGE models can be compared across the whole sample and how this measure can be decomposed across individual observations thus allowing models to be compared across any sub-sample
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ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina [PDF]
The last few years have seen an explosion of Dynamic and Stochastic General Equilibrium (DSGE) models built for policy analysis and forecasting in industrialized countries. The set of papers presented to the recent joint U.S. Federal Reserve Board-European Central Bank-IMF conference: "DSGE Modeling at Policymaking Institutions: Progress & Prospects ...
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Estimating dynamic equilibrium models with stochastic volatility
Journal of Econometrics, 2015Jesus Fernández-Villaverde +1 more
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International Journal of Contemporary Hospitality Management, 2018
Anyu Liu, Haiyan Song, Adam Blake
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Anyu Liu, Haiyan Song, Adam Blake
exaly