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Solution and Estimation Methods for DSGE Models / Jesús Fernández-Villaverde, Juan F. Rubio Ramírez, Frank Schorfheide.
- Format:
- Book
- Author/Creator:
- Fernández-Villaverde, Jesús.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w21862.
- NBER working paper series no. w21862
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2016.
- Summary:
- This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.
- Notes:
- Print version record
- January 2016.
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