메뉴 건너뛰기




Volumn 20, Issue 7, 2005, Pages 891-910

Estimating dynamic equilibrium economies: Linear versus nonlinear likelihood

Author keywords

[No Author keywords available]

Indexed keywords


EID: 30744444158     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.814     Document Type: Article
Times cited : (89)

References (37)
  • 5
    • 0003317085 scopus 로고
    • Economic growth and business cycles
    • Cooley TF (ed.). Princeton University Press: Princeton, NJ
    • Cooley TF, Prescott EC. 1995. Economic growth and business cycles. In Frontiers of Business Cycle Research, Cooley TF (ed.). Princeton University Press: Princeton, NJ.
    • (1995) Frontiers of Business Cycle Research
    • Cooley, T.F.1    Prescott, E.C.2
  • 7
    • 30744460740 scopus 로고    scopus 로고
    • An estimated Canadian DSGE model with nominal and real rigidities
    • Dib A. 2001. An estimated Canadian DSGE model with nominal and real rigidities. Bank of Canada Working Paper 2001-26.
    • (2001) Bank of Canada Working Paper , vol.2001 , Issue.26
    • Dib, A.1
  • 12
    • 20744449604 scopus 로고    scopus 로고
    • Using simulation methods for Bayesian econometric models: Inference, development and communication
    • Geweke J. 1998. Using simulation methods for Bayesian econometric models: inference, development and communication. Federal Reserve Bank of Minneapolis Staff Report 249.
    • (1998) Federal Reserve Bank of Minneapolis Staff Report , vol.249
    • Geweke, J.1
  • 13
    • 0027580559 scopus 로고
    • Novel approaches to NonLinear/Non-Gaussian Bayesian State Estimation
    • Gordon NJ, Salmond DJ, Smith AFM. 1993. Novel approaches to NonLinear/Non-Gaussian Bayesian State Estimation. IEE Proceedings-F 140: 107-113.
    • (1993) IEE Proceedings-F , vol.140 , pp. 107-113
    • Gordon, N.J.1    Salmond, D.J.2    Smith, A.F.M.3
  • 14
    • 0030210009 scopus 로고    scopus 로고
    • Overtime, effort and the propagation of business cycle shocks
    • Hall GJ. 1996. Overtime, effort and the propagation of business cycle shocks. Journal of Monetary Economics 38: 139-160.
    • (1996) Journal of Monetary Economics , vol.38 , pp. 139-160
    • Hall, G.J.1
  • 20
    • 0001661028 scopus 로고    scopus 로고
    • Constructing and estimating a realistic optimizing model of monetary policy
    • Kim J. 2000. Constructing and estimating a realistic optimizing model of monetary policy. Journal of Monetary Economics 45: 329-359.
    • (2000) Journal of Monetary Economics , vol.45 , pp. 329-359
    • Kim, J.1
  • 22
    • 0030304310 scopus 로고    scopus 로고
    • Monte Carlo filter and smoother for non-Gaussian nonlinear state space models
    • Kitagawa G. 1996. Monte Carlo filter and smoother for non-Gaussian nonlinear state space models. Journal of Computational and Graphical Statistics 5: 1-25.
    • (1996) Journal of Computational and Graphical Statistics , vol.5 , pp. 1-25
    • Kitagawa, G.1
  • 25
    • 30744443677 scopus 로고    scopus 로고
    • An equilibrium model of the business cycle with household production and fiscal policy
    • McGrattan E, Rogerson R, Wright R. 1997. An equilibrium model of the business cycle with household production and fiscal policy. International Economic Review 33: 573-601.
    • (1997) International Economic Review , vol.33 , pp. 573-601
    • McGrattan, E.1    Rogerson, R.2    Wright, R.3
  • 26
    • 0001204841 scopus 로고    scopus 로고
    • MCMC convergence diagnostics: A 'reviewww'
    • Berger J, Bernardo J, Dawid AP, Smith AFM (eds). Oxford Sciences Publications: Oxford
    • Mengersen KL, Robert CP, Guihenneuc-Jouyaux C. 1999. MCMC convergence diagnostics: a 'reviewww'. In Bayesian Statistics 6, Berger J, Bernardo J, Dawid AP, Smith AFM (eds). Oxford Sciences Publications: Oxford.
    • (1999) Bayesian Statistics , vol.6
    • Mengersen, K.L.1    Robert, C.P.2    Guihenneuc-Jouyaux, C.3
  • 27
    • 30744459222 scopus 로고    scopus 로고
    • Estimated DGE models and forecasting accuracy: A preliminary investigation with Canadian data
    • Moran K, Dolar V. 2002. Estimated DGE models and forecasting accuracy: a preliminary investigation with Canadian data. Bank of Canada Working Paper 2002-18.
    • (2002) Bank of Canada Working Paper , vol.2002 , Issue.18
    • Moran, K.1    Dolar, V.2
  • 28
    • 0002209692 scopus 로고    scopus 로고
    • On measuring the welfare cost of business cycles
    • Otrok C. 2001. On measuring the welfare cost of business cycles. Journal of Monetary Economics 47: 61-92.
    • (2001) Journal of Monetary Economics , vol.47 , pp. 61-92
    • Otrok, C.1
  • 31
    • 70350107178 scopus 로고
    • Structural estimation of Markov decision processes
    • Engle RF, McFadden DL (eds). North Holland: Amsterdam
    • Rust J. 1994. Structural estimation of Markov decision processes. In Handbook of Econometrics, Vol. 4, Engle RF, McFadden DL (eds). North Holland: Amsterdam.
    • (1994) Handbook of Econometrics , vol.4
    • Rust, J.1
  • 32
    • 84931202090 scopus 로고
    • Two models of measurements and the investment accelerator
    • Sargent TJ. 1989. Two models of measurements and the investment accelerator. Journal of Political Economy 97:251-287.
    • (1989) Journal of Political Economy , vol.97 , pp. 251-287
    • Sargent, T.J.1
  • 33
    • 0034557056 scopus 로고    scopus 로고
    • Loss function-based evaluation of DGSE models
    • Schorfheide F. 2000. Loss function-based evaluation of DGSE models. Journal of Applied Econometrics 15: 645-670.
    • (2000) Journal of Applied Econometrics , vol.15 , pp. 645-670
    • Schorfheide, F.1
  • 36
    • 0002950392 scopus 로고    scopus 로고
    • A toolkit for analyzing nonlinear dynamic stochastic models easily
    • Marimon R, Scott A. (eds). Oxford University Press: Oxford
    • Uhlig H. 1999. A toolkit for analyzing nonlinear dynamic stochastic models easily. In Computational Methods for the Study of Dynamic Economies, Marimon R, Scott A. (eds). Oxford University Press: Oxford.
    • (1999) Computational Methods for the Study of Dynamic Economies
    • Uhlig, H.1
  • 37
    • 0000646447 scopus 로고
    • Likelihood ratio test for model selection and non-nested hypothesis
    • Vuong QH. 1989. Likelihood ratio test for model selection and non-nested hypothesis. Econometrica 57: 307-333.
    • (1989) Econometrica , vol.57 , pp. 307-333
    • Vuong, Q.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.