000			02067nam a2200313 a 4500
008			020813t2012 enkad erb 000 0 eng d
020			_a9781781903056 (cased)
020			_a9781781903063 (PDF ebook)
040			_aCBNCAT
050			_a HB1
082			_a330.01'5195 _bDSG
245	1	0	_aDSGE models in macroeconomics : _b estimation, evaluation, and new developments /
260			_aBingley : _b Emerald, _c c2012.
300			_axii, 467 p. :
440			_aAdvances in econometrics vol. 28,
504			_aIncludes bibliographical references.
520			_aThis volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators.
590			_aoif 10/06/14
591			_aLoans
650		0	_aEconometrics.
650			_aStochastic models.
650			_aInflation (Finance)
650			_aEstimation theory
650			_aEquilibrium (Economics)
650			_aEconomic forecasting
700			_aBalke, Nathan S.
942			_2ddc _cBOOK
949			_a330.01'5195 DSG
999			_c2286 _d2286