The econometrics of DSGE models

Author:

Fernández-Villaverde Jesús

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance

Reference148 articles.

1. Abreu D, Pearce D, Stacchetti E (1990) Toward a theory of discounted repeated games with imperfect monitoring. Econometrica 58: 1041–1063

2. Adolfson M, Laséen S, Lindé J, Villani M (2005) Bayesian estimation of an open economy DSGE model with incomplete pass-through. Sveriges Riksbank Working Paper Series 179

3. Alesina A, Glaeser E, Sacerdote B (2006) Work and leisure in the U.S. and Europe: why so different? NBER Macroecon Annu 2005:1–64

4. Álvarez F, Jermann UJ (2004) Using asset prices to measure the cost of the business cycle. J Political Econ 112: 1223–1256

5. Álvarez LJ, Burriel P, Hernando I (2005) Do decreasing hazard functions for price changes make sense? Working Paper No. 461, European Central Bank

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