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Stochastic models
Results: 1168

#	Item
981	A note on identification patterns in DSGE models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-08-23 11:41:49 Statistics Dynamic stochastic general equilibrium Fisher information Bayes estimator Loss function Macroeconomic model Singular value decomposition Parameter Algebra Mathematics Estimation theory
982	The performance and robustness of interest-rate rules in models of the euro area Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-04-27 04:18:11 Economy of the European Union Euro Central bank Macroeconomic model Economic model Taylor rule Dynamic stochastic general equilibrium Macroeconomics European Union Monetary policy
983	Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-05-27 02:44:49 Econometrics Time series analysis Dynamic stochastic general equilibrium Regression analysis Macroeconomic model Heteroscedasticity Autoregressive conditional heteroskedasticity Economic model Estimation theory Statistics Macroeconomics Economics
984	Prediction using several macroeconomic models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-04-23 05:23:14 New classical macroeconomics Statistical theory Dynamic stochastic general equilibrium Econometrics Macroeconomic model Economic model Statistical inference Vector autoregression Statistics Macroeconomics Economics
985	Unobserved Component Model for Forecasting Electricity Prices and Their Volatilities Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez∗ Abstract Add to Reading List Source URL: forecasters.org Language: English - Date: 2009-12-10 11:11:16 Mathematical sciences Options Markov models Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Electricity market Markov chain Forecasting Statistics Mathematical finance Time series analysis
986	A review of nonfundamentalness and identification in structural VAR models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-08-04 13:14:48 Time series analysis New classical macroeconomics Econometrics Vector autoregression Economic model Dynamic stochastic general equilibrium Macroeconomic model Value at risk Statistics Macroeconomics Economics
987	DSGE Models and the Lucas Critique. Discussion Carlo Favero IGIER-Bocconi University Pavia, March 26th 2014 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:06:59 New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Lucas critique Bocconi University Economic model Macroeconomics Economics New classical macroeconomics
988	Frequentist evaluation of small DSGE models Luca Fanelliy Gunnar Bårdsen This version: Janaury 2014 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-03-31 06:23:58 Time series analysis Macroeconomics New Keynesian economics New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Cointegration Unit root Statistics Economics Econometrics
989	DSGE MODELS AND THE LUCAS CRITIQUE Samuel Hurtado BANCO DE ESPAÑA Documentos de Trabajo. N.º 13XX Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:05:50 New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Econometrics Statistical inference Macroeconomic model Parameter Economic model Lucas critique Macroeconomics Economics Statistics
990	“Frequentist evaluation of small DSGE models” by Gunnar Bardsen and Luca Fanelli Discussion by Massimiliano Pisani Banca d’Italia Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 12:55:19 Statistical theory Statistical inference Statistical tests Dynamic stochastic general equilibrium Macroeconomic model Frequentist inference Cointegration Likelihood-ratio test LR2 Statistics Macroeconomics Economics

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