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Understanding DSGE Filters in Forecasting and Policy Analysis
Language: en
Pages: 23
Authors: Michal Andrle
Categories: Business & Economics
Type: BOOK - Published: 2013-05-08 - Publisher: International Monetary Fund

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This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision
Understanding DSGE Filters in Forecasting and Policy Analysis
Language: en
Pages: 23
Authors: Michal Andrle
Categories: Business & Economics
Type: BOOK - Published: 2013-05-08 - Publisher: International Monetary Fund

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This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision
Bayesian Estimation of DSGE Models
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Type: BOOK - Published: 2015-12-29 - Publisher: Princeton University Press

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research a
Multivariate Filter Estimation of Potential Output for the United States
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Estimates of potential output are an important component of a structured forecasting and policy analysis system. Using information on capacity utilization, this
Handbook of Computable General Equilibrium Modeling
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In this collection of 17 articles, top scholars synthesize and analyze scholarship on this widely used tool of policy analysis, setting forth its accomplishment