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Estimating DSGE Models: Recent Advances and Future Challenges

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NBER2020-08-01 更新2025-01-04 收录
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https://www.nber.org/papers/w27715
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We review the current state of the estimation of DSGE models. After introducing a general framework for dealing with DSGE models, the state-space representation, we discuss how to evaluate moments or the likelihood function implied by such a structure. We discuss, in varying degrees of detail,
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2020-08-01
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