Estimating Dynamic Equilibrium Models with Stochastic Volatility-Reference-Cited by-同舟云学术

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Estimating Dynamic Equilibrium Models with Stochastic Volatility

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fernández-Villaverde Jesús,Guerron-Quintana Pablo,Rubio-Ramirez Juan Francisco

Publisher

Elsevier BV

Reference46 articles.

1. Comparing Solution Methods for Dynamic Equilibrium Economies;S B Aruoba;Journal of Economic Dynamics and Control,2006

2. Risks for the Long Run: a Potential Resolution of Asset Pricing Puzzles;R Bansal;Journal of Finance,2004

3. Regime Switches, Agents' Beliefs, and Post-World War II U.S. Macroeconomic Dynamics

4. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences;J V Binsbergen;Journal of Monetary Economics,2012

5. The Long and Large Decline in U.S. Output Volatility;O J Blanchard;Brookings Papers on Economic Activity,2001

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