综述：Solution and Estimation Methods for DSGE Models
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资源简介
Solution and Estimation Methods for DSGE Models
Jesús Fernández-Villaverde, Juan F. Rubio Ramírez, Frank Schorfheide
NBER Working Paper No. 21862
Issued in January 2016
NBER Program(s): EFG
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.
Prepared for
Handbook of Macroeconomics, Volume 2
