Discussion paper DP15943 Estimating General Equilibrium Spillovers of Large-Scale Shocks Kilian Huber 27 Jul 2022 International Finance International trade General equilibrium effects Spillovers Estimation Macroeconomic shocks Financial shocks Financial Economics International Macroeconomics and Finance International Trade and Regional Economics Labour Economics Monetary Economics and Fluctuations
Discussion paper DP16514 Dynamic Games in Empirical Industrial Organization Victor Aguirregabiria Allan Collard-Wexler Stephen Ryan 5 Sep 2021 Dynamic games Industrial organization Market competition Structural models Estimation Identification Counterfactuals Industrial Organization C57 C63 C73 L11 L13
Discussion paper DP15461 An Estimable Model of Production Interactions in Endogenous Networks Michele Pellizzari Giacomo DE GIORGI Tomás Rodríguez Barraquer 17 Nov 2020 Networks Production Estimation Counterfactual Education Labour Economics D85 C15 C73 C63 E23 I23
Discussion paper DP15461 An Estimable Model of Production Interactions in Endogenous Networks Michele Pellizzari Giacomo DE GIORGI Tomás Rodríguez Barraquer 17 Nov 2020 Networks Production Estimation Counterfactual Education Labour Economics D85 C15 C73 C63 E23 I23
Discussion paper DP15164 Estimating DSGE Models: Recent Advances and Future Challenges Jesus Fernandez-Villaverde Pablo A. Guerron-Quintana 13 Aug 2020 Dsge models Estimation Bayesian methods Mcmc Variational inference Monetary Economics and Fluctuations C11 C13 E30
Discussion paper DP14711 Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities Jesus Fernandez-Villaverde Chad Jones 4 May 2020 Sird model Covid-19 Estimation Monetary Economics and Fluctuations I10 C52
Discussion paper DP14279 Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model Adrien Auclert Matthew Rognlie Ludwig Straub 6 Jan 2020 Hank Estimation investment Monetary Economics and Fluctuations E21 E22 E23 E32 E43 E52
Discussion paper DP11927 Instability, imprecision and inconsistent use of equilibrium real interest rate estimates Volker Wieland 20 Mar 2017 Equlibrium real interest rate Estimation monetary policy Monetary Economics and Fluctuations E40 E43 E52
Discussion paper DP10872 Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium Victor Aguirregabiria Arvind Magesan 11 Oct 2015 Dynamic games Rational behavior Rationalizability Identification Estimation Market entry-exit Industrial Organization C57 C73 L13
Discussion paper DP10610 Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs Massimiliano Marcellino 24 May 2015 Estimation Identification Impulse response function Mixed frequency data Structural favar Temporal aggregation International Macroeconomics C32 C43 E32
VoxEU Column Getting a handle on heterogeneity Abigail Adams-Prassl 3 Feb 2015 Frontiers of economic research Demand Heterogeneity Preferences Estimation
Discussion paper DP6805 A Theory of Regular Markov Perfect Equilibria in Dynamic Stochastic Games: Genericity, Stability, and Purification Ulrich Doraszelski Juan Escobar 18 Apr 2008 Computation Dynamic stochastic games Essentiality Estimation Finiteness Genericity Markov perfect equilibrium Purifiability Regularity Repeated games Industrial Organization C61 C62 C73