Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Save to My Library
Look up keyword or section
Like this
1Activity

Table Of Contents

Summary
1 Introduction
2 The linearised DSGE model
3 Taking the model to UK data
3.1 Model parameters
3.2 Data
3.3 Evaluating the model
3.3.1 Methodology
3.3.2 Model and data spectra
3.4 Estimating the augmented model
3.4.1 Estimation approach
3.4.2 Priors
3.4.3 Estimation results
3.5 Evaluating the estimated model
4 Impulse responses analysis
4.1 A comparison of impulse responses: calibrated versus baseline model
5 Conclusion
Appendix A: Model parameters
Appendix B: Data sources and construction
Appendix C: Charts and tables
References
0 of .
Results for:
No results containing your search query
P. 1
how to estimate DSGE MODEL

how to estimate DSGE MODEL

Ratings: (0)|Views: 97 |Likes:
Published by Michel Kamel

More info:

Published by: Michel Kamel on Apr 15, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

04/15/2011

pdf

text

original

You're Reading a Free Preview
Pages 4 to 7 are not shown in this preview.
You're Reading a Free Preview
Pages 11 to 64 are not shown in this preview.

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->