Two Essays on Maximum Likelihood Estimation

Name: Two Essays on Maximum Likelihood Estimation
Brand: VDM Verlag
SKU: 9783639154214
Price: 20486 HUF
Availability: InStock

Dynamic Stochastic General Equilibrium Models

Szerző: Gulnur Kozak

Nyelv:

Kötés: Puha kötésű

Kiadó: VDM Verlag

Elérhetőség: Kiadói készleten rendelésre

Küldés 17-27 napon belül

20 486 Ft

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

Információk a könyvről

Szerző

Gulnur Kozak

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2009

oldal

156

EAN

9783639154214

ISBN

3639154215

Enbook ID

06823927

Kiadó

VDM Verlag

Súly

236

Méretek

152 x 229 x 9

Teljes leírás

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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