Two Essays on Maximum Likelihood Estimation

Name: Two Essays on Maximum Likelihood Estimation
Brand: VDM Verlag
SKU: 9783639154214
Price: 58.04 EUR
Availability: InStock

Dynamic Stochastic General Equilibrium Models

Autor: Gulnur Kozak

Jazyk:

Väzba: Brožovaná

Vydavateľ: VDM Verlag

Dostupnosť: U vydavateľa na objednávku

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58.04 €

In recent years, a vast macroeconomic and finance §literature has been devoted to building DSGE mode...

Informácie o knihe

Autor

Gulnur Kozak

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2009

Stránok

156

EAN

9783639154214

ISBN

3639154215

Enbook ID

06823927

Vydavateľ

VDM Verlag

Hmotnosť

236

Rozmery

152 x 229 x 9

Kompletný popis

In recent years, a vast macroeconomic and finance §literature has been devoted to building DSGE models §to explain the impact of various macroeconomic §shocks on output, inflation and interest rates. The §DSGE models that have numerous frictions and §different types of shocks are the standard tool in §macroeconomic analysis, and they appear to reproduce §the data in many important dimensions. This work §consists of two essays on maximum likelihood §estimation of DSGE models. The first essay focuses §on a monetary DSGE model of term structure, and the §estimation of its structural parameters, while the §second essay explores and compares three different §versions of New Keynesian DSGE models. A general §background is provided for the models, and their §estimation techniques along with a review of the §term structure models and New Keynesian models.

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Two Essays on Maximum Likelihood Estimation

Dynamic Stochastic General Equilibrium Models

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