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DSGE - Dynamic Stochastic General Equilibrium models.

4 votes
2 answers
2k views

Ultra simple DSGE to implement

I want to create a DSGE model in Python. …
Mich55's user avatar
  • 111
2 votes
0 answers
85 views

DSGE Bayesian estimation - Sum of Squares equivalence

Say I have a DSGE that produces several observable outputs (e.g. …
Mich55's user avatar
  • 111
1 vote
1 answer
90 views

Economic growth in a DSGE model, despite mean-zero shocks

The DSGEs I've seen have steady-states, and mean-zero shocks. Can these predict growth in GDP / capital etc? Is this possible despite them being equilibrium models, or do you have to completely change …
Mich55's user avatar
  • 111
3 votes
0 answers
73 views

MLE on Structural VAR / DSGE

I have a simple DSGE model that I wish to fit using data. …
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  • 111