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DSGE - Dynamic Stochastic General Equilibrium models.
3
votes
0
answers
73
views
MLE on Structural VAR / DSGE
I have a simple DSGE model that I wish to fit using data. …
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. …
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 …
4
votes
2
answers
2k
views
Ultra simple DSGE to implement
I want to create a DSGE model in Python. …