An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and Inflation Risk Premia-Reference-Cited by-同舟云学术

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An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and Inflation Risk Premia

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Andreasen Martin M.

Publisher

Elsevier BV

Reference40 articles.

1. Firm-speci?c capital, nominal rigidities and the business cycle;D Altig;NBER Working Paper,2005

2. Bayesian analysis of DSGE models;S An;Econometric Review,2007

3. How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models

4. How to maximize the likelihood function for a DSGE model;M M Andreasen;Computational Economics,2010

5. NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Efficient Method of Computing Higher-Order Bond Price Perturbation Approximations;SSRN Electronic Journal;2011

2. An Efficient Method of Computing Higher Order Bond Price Perturbation Approximations;SSRN Electronic Journal;2010

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