Solution and Estimation Methods for DSGE Models
Working Paper 21862
DOI 10.3386/w21862
Issue Date
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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Copy CitationJesús Fernández-Villaverde, Juan F. Rubio Ramírez, and Frank Schorfheide, "Solution and Estimation Methods for DSGE Models," NBER Working Paper 21862 (2016), https://doi.org/10.3386/w21862.