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Statistical inference / Dynamic stochastic general equilibrium / Maximum likelihood / Macroeconomic model / Vector autoregression / Structural estimation / Confidence interval / Likelihood function / Fisher information / Statistics / Estimation theory / Econometrics


Methods to Estimate Dynamic Stochastic General Equilibrium Models∗ Francisco J. Ruge-Murcia D´epartement de sciences ´economiques and C.I.R.E.Q., Universit´e de Montr´eal First Draft: August 2002
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Document Date: 2004-08-11 09:49:22

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Country

United States / Canada / Ireland / /

Currency

pence / /

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Facility

University of California / /

IndustryTerm

technology innovation / rational expectations solution / marginal products / marginal product / linearized law / technology shock / /

Organization

Social Sciences and Humanities Research Council / Department of Economics / University of California at San Diego / UCSD / /

Person

Rui Castro / Frank Schorfheide / Jim Hamilton / Equilibrium Models∗ Francisco / Chris Sims / Francisco J. Ruge-Murcia / Plosser / /

Position

King / Estimate Dynamic Stochastic General / original economic model / adding structural errors does not / Introduction Dynamic Stochastic General / rt / researcher / representative / la Formation de Chercheurs et l’Aide / Dynamic Stochastic General / Judge / /

ProvinceOrState

California / /

PublishedMedium

la Recherche / /

Technology

Kalman algorithm / /

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