DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments: 28 - Rilegato

Rilegato

ISBN 10: 1781903050 ISBN 13: 9781781903056

Casa editrice: Emerald Group Pub Ltd, 2012

Riassunto

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.

Dettagli dell?edizione

• Editore: Emerald Group Pub Ltd
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 1781903050
• ISBN 13: 9781781903056
• Rilegatura: Copertina rigida
• Numero di pagine: 467
• Redattore: Balke Nathan, Canova Fabio, Milani Fabio, Wynne Mark A.
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile