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007			cr un|||||||||
008			121226s2012 enka o 000 0 eng d
020			_a9781781903063 (electronic bk.) : _c£87.95 ; €129.95 ; $134.95
040			_aUtOrBLW _cUtOrBLW
050		4	_aHB172.5 _b.D74 2012
072		7	_aKC _2bicssc
072		7	_aKCH _2bicssc
072		7	_aBUS021000 _2bisacsh
080			_a339
082	0	4	_a339 _223
245	0	0	_aDSGE models in macroeconomics _h[electronic resource] : _bestimation, evaluation, and new developments / _cedited by Nathan Balke ... [et al.].
260			_aBingley, U.K. : _bEmerald, _c2012.
300			_a1 online resource (xii, 467 p.) : _bill.
490	1		_aAdvances in econometrics, _x0731-9053 ; _vv. 28
505	0		_aIntroduction / Juan Carlos Escanciano ... [et al.] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano ... [et al.] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang.
520			_aThis volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators.
588	0		_aPrint version record
650		7	_aBusiness & Economics _xEconometrics. _2bisacsh
650		7	_aEconomics. _2bicssc
650		7	_aEconometrics. _2bicssc
650		0	_aMacroeconomics.
650		0	_aEquilibrium (Economics)
650		0	_aEconometrics.
700	1		_aBalke, Nathan S.
700	1		_aCanova, Fabio.
700	1		_aMilani, Fabio.
700	1		_aWynne, Mark A.
776	1		_z9781781903056
830		0	_aAdvances in econometrics ; _vv. 28.
856	4	0	_uhttps://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2012)28
999			_c31016 _d31016