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Understanding DSGE Filters in Forecasting and Policy Analysis
Language: en
Pages: 23
Authors: Michal Andrle
Categories: Business & Economics
Type: BOOK - Published: 2013-05-08 - Publisher: International Monetary Fund

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This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision
Bayesian Estimation of DSGE Models
Language: en
Pages: 295
Authors: Edward P. Herbst
Categories: Business & Economics
Type: BOOK - Published: 2015-12-29 - Publisher: Princeton University Press

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research a
Handbook of Computable General Equilibrium Modeling
Language: en
Pages: 1143
Authors: Peter B. Dixon
Categories: Business & Economics
Type: BOOK - Published: 2013-11-14 - Publisher: Newnes

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In this collection of 17 articles, top scholars synthesize and analyze scholarship on this widely used tool of policy analysis, setting forth its accomplishment
Methods for Applied Macroeconomic Research
Language: en
Pages: 509
Authors: Fabio Canova
Categories: Business & Economics
Type: BOOK - Published: 2011-09-19 - Publisher: Princeton University Press

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The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This ra
What Is in Your Output Gap? Unified Framework & Decomposition into Observables
Language: en
Pages: 45
Authors: Michal Andrle
Categories: Business & Economics
Type: BOOK - Published: 2013-05-10 - Publisher: International Monetary Fund

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This paper discusses several popular methods to estimate the ‘output gap’. It provides a unified, natural concept for the analysis, and demonstrates how to