NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Solution and Estimation Methods for DSGE Models

Jesús Fernández-Villaverde, Juan F. Rubio Ramírez, Frank Schorfheide

NBER Working Paper No. 21862
Issued in January 2016
NBER Program(s):Economic Fluctuations and Growth

This paper provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium (DSGE) models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.

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Document Object Identifier (DOI): 10.3386/w21862

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