Methods to Estimate Dynamic Stochastic General Equilibrium Models

Autor: Francisco J. Ruge-Murcia

Publikováno v: Ruge-Murcia, Francisco J.(2002). Methods to Estimate Dynamic Stochastic General Equilibrium Models. Department of Economics, UCSD. UC San Diego: Department of Economics, UCSD. Retrieved from: http://www.escholarship.org/uc/item/4fc8x822

This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement e

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http://www.escholarship.org/uc/item/4fc8x822