Evaluating DSGE Models: From Calibration to Cointegration
This chapter examines the historical development of estimating new Keynesian dynamic stochastic equilibrium (DSGE) models. I focus, in particular, on how cointegration can be used in order to test and estimate the relationships in these models using a simple RBC model as an example. Empirical evalua...
Guardado en:
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2023
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/87116 |
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