Solution and Estimation Methods for DSGE Models
244 Pages Posted: 12 Jan 2016 Last revised: 26 Sep 2024
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Solution and Estimation Methods for DSGE Models
Handbook of Macroeconomics, Volume 2, Forthcoming, PIER Working Paper No. 15-042
Number of pages: 245
Posted: 08 Jan 2016
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223
Solution and Estimation Methods for DSGE Models
NBER Working Paper No. w21862
Number of pages: 244
Posted: 12 Jan 2016
Last Revised: 27 Mar 2023
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Solution and Estimation Methods for DSGE Models
CEPR Discussion Paper No. DP11032
Number of pages: 245
Posted: 12 Jan 2016
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Date Written: January 2016
Abstract
This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.
Suggested Citation: Suggested Citation
Fernández-Villaverde, Jesús and Rubio Ramírez, Juan and Schorfheide, Frank, Solution and Estimation Methods for DSGE Models (January 2016). NBER Working Paper No. w21862, Available at SSRN: https://ssrn.com/abstract=2713587
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