Advances in Econometrics, Volume 28: DSGE Models in Macroeconomics - Estimation, Evaluation, and New Developments

Editors: Nathan Balke (SMU), Fabio Canova (U Pompeu Fabra), Fabio Milani (UCI), Mark Wynne (Federal Reserve Bank of Dallas)

DOI 10.1108/S0731-9053(2012)28 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78190-305-6 eISBN 978-1-78190-306-3 Book series ISSN 0731-9053

• Introduction, Juan Carlos Escanciano, Thomas B. Fomby, R. Carter Hill, Eric Hillebrand, and Ivan Jeliazkov.
• The Modeling of Expectations in Empirical DSGE Models: A Survey, Fabio Milani.
• Optimal Monetary Policy in an Estimated Local Currency Pricing Model, Eiji Okano, Masataka Eguchi, Hiroshi Gunji, and Tomomi Miyazaki.
• News, Non-Invertibility, and Structural VARs, Eric R. Sims.
• Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples, Enrique Martinez-Garcia, Diego Vilan, and Mark A. Wynne.
• Fitting U.S. Trend Inflation: A Rolling-Window Approach, Efrem Castelnuovo.
• Expectation Formation and Montary DSGE Models: Beyond the Rational Expectations Paradigm, Fabio Milani and Ashish Rajbhandari.
• Approximation Properties of Laplace-Type Estimators, Anna Kormilitsina and Denis Nekipelov.
• Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007), Denis Tkachenko and Zhongjun Qu.
• On the Estimation of Dynamic Stochastic General Equilibrium Models: An Empirical Likelihood Approach, Sara Riscado.
• Structural Estimation of the New-Keynesian Model: A Formal Test of Backward- and Forward-Looking Behavior, Tae-Seok Jang.

Emerald Literati Outstanding Author Contribution Award: Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007), Denis Tkachenko and Zhongjun Qu.