DSGE models in macroeconomics: estimation, evaluation, and new developments
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...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Bingley, U.K.
Emerald
2012
|
| Schriftenreihe: | Advances in econometrics
v. 28 |
| Schlagworte: | |
| Online-Zugang: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (xii, 467 Seiten) ill |
| ISBN: | 9781781903063 |
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| contents | Introduction / Juan Carlos Escanciano ... [et al.] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano ... [et al.] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang |
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| series2 | Advances in econometrics |
| spelling | DSGE models in macroeconomics estimation, evaluation, and new developments edited by Nathan Balke ... [et al.] Bingley, U.K. Emerald 2012 1 Online-Ressource (xii, 467 Seiten) ill c rdamedia cr rdacarrier Advances in econometrics v. 28 Introduction / Juan Carlos Escanciano ... [et al.] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano ... [et al.] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang 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 Business & Economics Econometrics Econometrics Economics Equilibrium (Economics) Macroeconomics Balke, Nathan S. Sonstige oth Canova, Fabio Sonstige oth Milani, Fabio Sonstige oth Wynne, Mark A. Sonstige oth https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2012)28 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | DSGE models in macroeconomics estimation, evaluation, and new developments Introduction / Juan Carlos Escanciano ... [et al.] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano ... [et al.] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang Business & Economics Econometrics Econometrics Economics Equilibrium (Economics) Macroeconomics |
| title | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_auth | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_exact_search | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_exact_search_txtP | DSGE models in macroeconomics estimation, evaluation, and new developments |
| title_full | DSGE models in macroeconomics estimation, evaluation, and new developments edited by Nathan Balke ... [et al.] |
| title_fullStr | DSGE models in macroeconomics estimation, evaluation, and new developments edited by Nathan Balke ... [et al.] |
| title_full_unstemmed | DSGE models in macroeconomics estimation, evaluation, and new developments edited by Nathan Balke ... [et al.] |
| title_short | DSGE models in macroeconomics |
| title_sort | dsge models in macroeconomics estimation evaluation and new developments |
| title_sub | estimation, evaluation, and new developments |
| topic | Business & Economics Econometrics Econometrics Economics Equilibrium (Economics) Macroeconomics |
| topic_facet | Business & Economics Econometrics Economics Equilibrium (Economics) Macroeconomics |
| url | https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2012)28 |
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