- Introduction to DSGE (Dynamic Stochastic General Equilibrium) Models ?
- Definition
- Parameter Calibration x Estimation
- Model Usage and Limitations
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Background Theory on Real Business Cycles (RBC)
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New Keynesian (NK) models
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Calibration and Simulation
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Bayesian Estimation
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Tools
- Dynare + Matlab
- Julia
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Particle Filters (Sequencial Monte Carlo)
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Markov Switching MS-DSGE Models
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Other Topics
- DSGE-VAR
- Forecasting
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