Chapters in this book

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