Structural macroeconometrics.
2007
338
0-691-12648-8
331.31-DEJON
MACROECONOMICS ; DATA ANALYSIS ; NONLINEAR PROGRAMMING ; PROBABILITIES
No. | Call n° | Bar code | Commentary | |
---|---|---|---|---|
1 | [available] |
ISBN 13 : 978-0-691-12648-7
Contents :
Preface
Part 1. Model and data preparations
1. Introduction
2. Approximating and solving DSGE models
3. Removing trends and isolating cycles
4. Summarizing time series behavior
5. DSGE models : three examples
Part 2. Empirical methods
6. Calibration
7. Matching moments
8. Maximum likelihood
9. Bayesian methods
Part 3. Beyond linearization
10. Nonlinear approximation methods
11. Implementing nonlinear approximations empirically
Bibliography
Index
Language : English
Figure(s) : Schémas
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque