NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

DSGE Models in a Data-Rich Environment

Jean Boivin, Marc Giannoni

NBER Working Paper No. 12772
Issued in December 2006

---- Acknowledgements -----

We would like to thank Jesus Fernandez-Villaverde, Alejandro Justiniano, Alexei Onatski, Frank Schorfheide, Chris Sims, Mark Watson, Michael Woodford, and especially Michael Johannes for helpful discussions. We also thank Mauro Roca and Huidan Lin for outstanding research assistance. We are grateful to Frank Smets and Raf Wouters for sharing their data and programs. Any remaining errors are our responsibility. We would like to thank the National Science Foundation for financial support (SES-0214104, SES-0518770). Giannoni thanks the Fondation Banque de France and the research department of the Banque de France for their support and hospitality. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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