Estimating Nonlinear DSGE Models by the Simulated Method of Moments

By Francisco J. Ruge-Murcia. 2010

117 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9193e18065d81e2a91951d21fbe30ff16bd53aed

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In Economics and Econometrics

1. F. Zanetti
2. Haroon Mumtaz
3. Joshua C. C. Chan

Citations in the corpus

• The Impact of the Volatility of Monetary Policy Shocks (2013, methodology): “An alternative approach to estimate the parameters of the model is to match some moments in the data with the same simulated moments in the model, as described in Ruge-Murcia (2012).”