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Chapter 3 DSGE Models: Three Examples
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Chapters in this book
- Frontmatter i
- Contents vii
- Preface xiii
- Preface to the First Edition xv
-
Part I Introduction
- Chapter 1 Background and Overview 3
- Chapter 2 Casting Models in Canonical Form 9
- Chapter 3 DSGE Models: Three Examples 18
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Part II Model Solution Techniques
- Chapter 4 Linear Solution Techniques 51
- Chapter 5 Nonlinear Solution Techniques 69
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Part III Data Preparation and Representation
- Chapter 6 Removing Trends and Isolating Cycles 113
- Chapter 7 Summarizing Time Series Behavior When All Variables Are Observable 138
- Chapter 8 State-Space Representations 166
-
Part IV Monte Carlo Methods
- Chapter 9 Monte Carlo Integration: The Basics 193
- Chapter 10 Likelihood Evaluation and Filtering in State-Space Representations Using Sequential Monte Carlo Methods 221
- Chapter 11 Calibration 253
- Chapter 12 Matching Moments 285
- Chapter 13 Maximum Likelihood 314
- Chapter 14 Bayesian Methods 351
- References 387
- Index 401
Chapters in this book
- Frontmatter i
- Contents vii
- Preface xiii
- Preface to the First Edition xv
-
Part I Introduction
- Chapter 1 Background and Overview 3
- Chapter 2 Casting Models in Canonical Form 9
- Chapter 3 DSGE Models: Three Examples 18
-
Part II Model Solution Techniques
- Chapter 4 Linear Solution Techniques 51
- Chapter 5 Nonlinear Solution Techniques 69
-
Part III Data Preparation and Representation
- Chapter 6 Removing Trends and Isolating Cycles 113
- Chapter 7 Summarizing Time Series Behavior When All Variables Are Observable 138
- Chapter 8 State-Space Representations 166
-
Part IV Monte Carlo Methods
- Chapter 9 Monte Carlo Integration: The Basics 193
- Chapter 10 Likelihood Evaluation and Filtering in State-Space Representations Using Sequential Monte Carlo Methods 221
- Chapter 11 Calibration 253
- Chapter 12 Matching Moments 285
- Chapter 13 Maximum Likelihood 314
- Chapter 14 Bayesian Methods 351
- References 387
- Index 401