DSGE models in macroeconomics : estimation, evaluation, and new developments /

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Bibliographic Details
Imprint:	Bingley, UK : Emerald, 2012.
Description:	xii, 467 pages : illustrations ; 24 cm.
Language:	English
Series:	Advances in econometrics, 0731-9053 ; v. 28 Advances in econometrics ; v. 28.
Subject:	Stochastic models. Inflation (Finance) -- Econometric models. Estimation theory -- Econometric models. Equilibrium (Economics) Economic forecasting. Macroeconomics -- Econometric models Economic forecasting. Equilibrium (Economics) Estimation theory -- Econometric models. Inflation (Finance) -- Econometric models. Stochastic models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9045935

Hidden Bibliographic Details
Varying Form of Title:	Dynamic stochastic general equilibrium models in macroeconomics
Other authors / contributors:	Balke, Nathan S. Canova, Fabio. Milani, Fabio. Wynne, Mark A.
ISBN:	9781781903056 1781903050
Notes:	Includes bibliographical references.

Table of Contents:

List of Contributors
Introduction
Part I. Modeling and Estimation Practice
The Modeling of Expectations in Empirical DSGE Models: A Survey
Optimal Monetary Policy in an Estimated Local Currency Pricing Model
News, Non-Invertibility, and Structural Vars
Bayesian Estimation of Noem Models: Identification and Inference in Small Samples
Fitting U.S. Trend Inflation: A Rolling-Window Approach
Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
Part II. Econometric Methodology
Approximation Properties of Laplace-Type Estimators
Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
On The Estimation of Dynamic Stochastic General Equilibrium Models: An Empirical Likelihood Approach
Structural Estimation of the New-Keynesian Model: A Formal Test of Backward- and Forward-Looking Behavior

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