Structural Macroeconometrics 978-0-691-12648-7
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty
185 60 466KB
English Pages 342 Year 2007
Table of contents :
List of Figures ix
List of Tables xi
Preface xiii
PART I: MODEL AND DATA PREPARATION
Chapter 1: Introduction 3
Chapter 2: Approximating and Solving DSGE Models 11
Chapter 3: Removing Trends and Isolating Cycles 31
Chapter 4: Summarizing Time Series Behavior 55
Chapter 5: DSGE Models: Three Examples 87
PART II: EMPIRICAL METHODS
Chapter 6: Calibration 119
Chapter 7: Matching Moments 151
Chapter 8: Maximum Likelihood 180
Chapter 9: Bayesian Methods 219
PART III: BEYOND LINEARIZATION
Chapter 10: Nonlinear Approximation Methods 267
Chapter 11: Implementing Nonlinear Approximations Empirically 290
Bibliography 315
Index 327
List of Figures ix
List of Tables xi
Preface xiii
PART I: MODEL AND DATA PREPARATION
Chapter 1: Introduction 3
Chapter 2: Approximating and Solving DSGE Models 11
Chapter 3: Removing Trends and Isolating Cycles 31
Chapter 4: Summarizing Time Series Behavior 55
Chapter 5: DSGE Models: Three Examples 87
PART II: EMPIRICAL METHODS
Chapter 6: Calibration 119
Chapter 7: Matching Moments 151
Chapter 8: Maximum Likelihood 180
Chapter 9: Bayesian Methods 219
PART III: BEYOND LINEARIZATION
Chapter 10: Nonlinear Approximation Methods 267
Chapter 11: Implementing Nonlinear Approximations Empirically 290
Bibliography 315
Index 327
