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Estimating Dynamic Equilibrium Models with Stochastic Volatility · Study

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PreprintEstimating Dynamic Equilibrium Models with Stochastic Volatility

Jesús Fernández‐Villaverde2013

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Preprintgreen2013

Estimating Dynamic Equilibrium Models with Stochastic Volatility

Jesús Fernández‐Villaverde · Pablo A. Guerron-Quintana · Juan Francisco Rubio-Ramı́rez

23 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Economic theories and models Markov Chains and Monte Carlo Methods

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References

2009The Impact of Uncertainty Shocks 1996Impulse response analysis in nonlinear multivariate models 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration 2006Were There Regime Switches in U.S. Monetary Policy?2002Has the Business Cycle Changed and Why?

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2016Perturbation methods for Markov-switching dynamic stochastic general equilibrium models 2015Chinese Outbound Foreign Direct Investment: How Much Goes Where after Roundtripping and Offshoring?

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations23

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.2264313

openalex_workW2102439028

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