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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Yes, you can access DSGE Models in Macroeconomics by Nathan Balke, Fabio Canova, Fabio Milani, Mark Wynne, Carter Hill, Tom Fomby in PDF and/or ePUB format, as well as other popular books in Economics & Macroeconomics. We have over one million books available in our catalogue for you to explore.

Information

Publisher

Emerald Group Publishing Limited

Year

2012

ISBN

9781781903063

Topic

Economics

Subtopic

Macroeconomics

Index

Economics

FRONT COVER
DSGE MODELS IN MACROECONOMICS: ESTIMATION, EVALUATION, AND NEW DEVELOPMENTS
COPYRIGHT PAGE
CONTENTS
LIST OF CONTRIBUTORS
INTRODUCTION
PART I: MODELING AND ESTIMATION PRACTICE
PART II: ECONOMETRIC METHODOLOGY