DSGE Models in Macroeconomics
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B01=Fabio Canova
B01=Fabio Milani
B01=Mark Wynne
B01=Nathan Balke
B09=Carter Hill
B09=Tom Fomby
Category1=Non-Fiction
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Category=KCH
COP=United Kingdom
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Product details
- ISBN 9781781903056
- Weight: 816g
- Dimensions: 156 x 234mm
- Publication Date: 29 Nov 2012
- Publisher: Emerald Publishing Limited
- Publication City/Country: GB
- Product Form: Hardback
- Language: English
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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.
