Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/86136
Authors: 
Escudé, Guillermo J.
Year of Publication: 
2010
Series/Report no.: 
Working Paper, Central Bank of Argentina (BCRA) 2010/47
Abstract (Translated): 
Dynamic and Stochastic General Equilibrium (DSGE) models have become a frequent choice of modeling methodology for complex dynamic and stochastic phenomena in different branches of economics. They are increasingly used by decision-makers to analyze various policy decisions or to generate rigorous forecasts. This paper seeks to provide a first approximation to this fascinating field within the mathematical modeling of human endeavor. It synthesizes how DSGE models are constructed and also illustrates how they are solved and how their parameters are calibrated or econometrically estimated, using software especially designed for such a purpose.
Subjects: 
DSGE models
bayesian estimation
JEL: 
C32
C63
Document Type: 
Working Paper

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