Discussion paper

DP11032 Solution and Estimation Methods for DSGE Models

Juan Francisco Rubio-Ramírez Frank Schorfheide Jesús Fernández-Villaverde

27 Dec 2015

This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.

£6.00

Citation

Rubio-Ramírez, J, F Schorfheide and J Fernández-Villaverde (2015), ‘DP11032 Solution and Estimation Methods for DSGE Models‘, CEPR Discussion Paper No. 11032. CEPR Press, Paris & London. https://cepr.org/publications/dp11032