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...
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| Weitere Verfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Bingley, U.K. :
Emerald,
2012.
|
| Schriftenreihe: | Advances in econometrics ;
v. 28. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| 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 resource (xii, 467 pages) : illustrations. |
| ISBN: | 9781781903063 1781903069 9781781903056 1781903050 |
| ISSN: | 0731-9053 ; |
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| 505 | 0 | |a Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- 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. | |
| 520 | |a 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. | ||
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| 700 | 1 | |a Canova, Fabio. | |
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| 700 | 1 | |a Wynne, Mark A. | |
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| author2 | Balke, Nathan S. Canova, Fabio Milani, Fabio Wynne, Mark A. |
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| contents | Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- 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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| series | Advances in econometrics ; |
| series2 | Advances in econometrics, |
| spelling | DSGE models in macroeconomics : estimation, evaluation, and new developments / edited by Nathan Balke [and others]. Bingley, U.K. : Emerald, 2012. 1 online resource (xii, 467 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Advances in econometrics, 0731-9053 ; v. 28 Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- 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. Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Macroéconomie. Économétrie. Economics. bicssc Econometrics. bicssc Business & Economics Econometrics. bisacsh BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Gestion d'entreprises. eclas Econometrics fast Equilibrium (Economics) fast Macroeconomics fast Balke, Nathan S. Canova, Fabio. Milani, Fabio. Wynne, Mark A. has work: DSGE models in macroeconomics (Text) https://id.oclc.org/worldcat/entity/E39PCFtxW3hcWBbYwpPT3BHXBP https://id.oclc.org/worldcat/ontology/hasWork Print version: 9781781903056 Advances in econometrics ; v. 28. http://id.loc.gov/authorities/names/no98010995 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=526503 Volltext |
| spellingShingle | DSGE models in macroeconomics : estimation, evaluation, and new developments / Advances in econometrics ; Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- 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. Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Macroéconomie. Économétrie. Economics. bicssc Econometrics. bicssc Business & Economics Econometrics. bisacsh BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Gestion d'entreprises. eclas Econometrics fast Equilibrium (Economics) fast Macroeconomics fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85079443 http://id.loc.gov/authorities/subjects/sh85044538 http://id.loc.gov/authorities/subjects/sh85040763 |
| 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_full | DSGE models in macroeconomics : estimation, evaluation, and new developments / edited by Nathan Balke [and others]. |
| title_fullStr | DSGE models in macroeconomics : estimation, evaluation, and new developments / edited by Nathan Balke [and others]. |
| title_full_unstemmed | DSGE models in macroeconomics : estimation, evaluation, and new developments / edited by Nathan Balke [and others]. |
| 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 | Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Macroéconomie. Économétrie. Economics. bicssc Econometrics. bicssc Business & Economics Econometrics. bisacsh BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Gestion d'entreprises. eclas Econometrics fast Equilibrium (Economics) fast Macroeconomics fast |
| topic_facet | Macroeconomics. Equilibrium (Economics) Econometrics. Macroéconomie. Économétrie. Economics. Business & Economics Econometrics. BUSINESS & ECONOMICS Economics Macroeconomics. POLITICAL SCIENCE Economic Conditions. Gestion d'entreprises. Econometrics Macroeconomics |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=526503 |
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