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Book cover: Advances in Econometrics

Advances in Econometrics

ISSN: 0731-9053
Series editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L.

Subject Area: Economics

Content: Series Volumes | icon: RSS Current Volume RSS

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Volume 28 - DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments


ISBN: 978-1-78190-305-6
eISBN: 978-1-78190-306-3
Edited by: Nathan Balke, Fabio Canova, Fabio Milani, Mark A. Wynne
Published: 2012

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Chapters
Chapter Id: Chapter Information:
17066194 Introduction
Juan Carlos Escanciano, Thomas B. Fomby, R. Carter Hill, Eric Hillebrand, Ivan Jeliazkov (pp. ix - xii)
Article type: Editorial
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17066205 DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
Article type: Editorial Board
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17066206 Advances in Econometrics
Article type: Editorial Board
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17066207 Advances in Econometrics
Article type: Editorial Board
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17066193 List of Contributors
(pp. vii - viii)
Article type: Index
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17066208 Copyright Page
Article type: Miscellaneous
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17066195

Part I: Modeling and Estimation Practice

The Modeling of Expectations in Empirical DSGE Models: A Survey
Fabio Milani (pp. 3 - 38)
Article type: Chapter Item
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17066196 Optimal Monetary Policy in an Estimated Local Currency Pricing Model
Eiji Okano, Masataka Eguchi, Hiroshi Gunji, Tomomi Miyazaki (pp. 39 - 79)
Article type: Chapter Item
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17066197 News, Non-Invertibility, and Structural VARs
Eric R. Sims (pp. 81 - 135)
Article type: Chapter Item
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17066198 Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples
Enrique Martínez-García, Diego Vilán, Mark A. Wynne (pp. 137 - 199)
Article type: Chapter Item
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17066199 Fitting U.S. Trend Inflation: A Rolling-Window Approach
Efrem Castelnuovo (pp. 201 - 252)
Article type: Chapter Item
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17066200 Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
Fabio Milani, Ashish Rajbhandari (pp. 253 - 288)
Article type: Chapter Item
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17066201

Part II: Econometric Methodology

Approximation Properties of Laplace-Type Estimators
Anna Kormilitsina, Denis Nekipelov (pp. 291 - 318)
Article type: Chapter Item
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17066202 Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
Denis Tkachenko, Zhongjun Qu (pp. 319 - 385)
Article type: Chapter Item
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17066203 On the Estimation of Dynamic Stochastic General Equilibrium Models: An Empirical Likelihood Approach
Sara Riscado (pp. 387 - 419)
Article type: Chapter Item
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17066204 Structural Estimation of the New-Keynesian Model: A Formal Test of Backward- and Forward-Looking Behavior
Tae-Seok Jang (pp. 421 - 467)
Article type: Chapter Item
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