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DSGE Models in Macroeconomics on Hardback
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DSGE Models in Macroeconomics

Estimation, Evaluation and New Developments
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Description

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.
Release date Australia
November 29th, 2012
Audience
  • Postgraduate, Research & Scholarly
Contributors
  • Edited by Fabio Canova
  • Edited by Fabio Milani
  • Edited by Mark Wynne
  • Edited by Nathan Balke
  • Series edited by Carter Hill
  • Series edited by Tom Fomby
Pages
467
Dimensions
156x234x41
ISBN-13
9781781903056
Product ID
20715228

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