1 option
Estimation and Evaluation of DSGE Models: Progress and Challenges / Frank Schorfheide.
- Format:
- Book
- Author/Creator:
- Schorfheide, Frank.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w16781.
- NBER working paper series no. w16781
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Other Title:
- Estimation and Evaluation of DSGE Models
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2011.
- Summary:
- Estimated dynamic stochastic equilibrium (DSGE) models are now widely used for empirical research in macroeconomics as well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent advances in the estimation and evaluation of DSGE models, discusses current challenges, and provides avenues for future research.
- Notes:
- Print version record
- February 2011.
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