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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics

• Plný název: Two Essays on Maximum Likelihood Estimation
• Podnázev: Dynamic Stochastic General Equilibrium Models
• Autor: Gulnur Kozak
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 156
• EAN: 9783639154214
• ISBN: 3639154215
• ID: 06823927
• Nakladatelství: VDM Verlag
• Hmotnost: 236 g
• Rozměry: 229 × 152 × 9 mm
• Datum vydání: 15. May 2009

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