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README.md

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DSGE Notes

Index

  1. Introduction to DSGE (Dynamic Stochastic General Equilibrium) Models ?
  • Definition
  • Parameter Calibration x Estimation
  • Model Usage and Limitations
  1. Background Theory on Real Business Cycles (RBC)

  2. New Keynesian (NK) models

  3. Calibration and Simulation

  4. Bayesian Estimation

  5. Tools

  • Dynare + Matlab
  • Julia
  1. Particle Filters (Sequencial Monte Carlo)

  2. Markov Switching MS-DSGE Models

  3. Other Topics

  • DSGE-VAR
  • Forecasting

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dsge/docs/README.md at master · fcbarbi/dsge · GitHub