Brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide a comprehensive set of techniques for use by academic economists as well as professional macroeconomists in various fields.
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Brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide a comprehensive set of techniques for use by academic economists as well as professional macroeconomists in various fields. This book starts from a class of DSGE models and describes methods needed to estimate their parameters.