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Estimating Dynamic Equilibrium Models with Stochastic Volatility. (2014). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Working Papers.
RePEc:fda:fdaddt:2014-11.

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Cited: 2

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  1. Perturbation Methods for Markov-Switching DSGE Models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20390.

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  2. Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2014-16.

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References

References cited by this document

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  3. [12] Sims, C.A. and T. Zha (2006). “Were There Regime Switches in U.S. Monetary Policy?” American Economic Review 96, 54-81.

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    Paper not yet in RePEc: Add citation now
  5. [3] Fernandez-Villaverde, J. and J. Rubio-Ramirez (2008). “How Structural Are Structural Parameters ?”NBER Macroeconomics Annual 2007, 83-137.

  6. [4] Fisher, J., (2006). “The Dynamic Eects of Neutral and Investment-Speci…c Technology Shocks.”Journal of Political Economy 114, 413-52.
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  7. [5] Geweke, J. (1998). “Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication.”Sta Report 249, Federal Reserve Bank of Minneapolis.

  8. [6] Hurwicz, L. (1962). “On the Structural Form of Interdependent Systems.”Logic, Methodology and Philosophy of Science, Proceedings of the 1960 International Congress, 232-39.
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  9. [7] Jereys, H. (1961). The Theory of Probability (3rd ed.). Oxford University Press.
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  10. [8] Justiniano A. and G.E. Primiceri (2008). “The Time Varying Volatility of Macroeconomic Fluctuations.”American Economic Review 98, 604-641.

  11. [9] Koop G., M. Hashem Pesaran, and S. Potter (1996). “Impulse Response Analysis in Nonlinear Multivariate Models.”Journal of Econometrics 74, 199-147.

  12. ÚLTIMOS DOCUMENTOS DE TRABAJO 2014-11: “Estimating Dynamic Equilibrium Models with Stochastic Volatility”, Jesús Fernández-Villaverde, Pablo Guerrón-Quintana y Juan F. Rubio-Ramírez. 2014-10: “Efficiency and Endogenous Fertility”, Mikel Pérez-Nievas, J. Ignacio Conde-Ruiz y Eduardo L.
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