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Moment matching in borrower/saver DSGE model
|
|
7
|
713
|
15 May 2023
|
|
Feed Different High-Dimensional Parameters to Dynare for SMM
|
|
13
|
577
|
14 April 2023
|
|
Terminology: Moment matching and SMM
|
|
5
|
1722
|
2 September 2021
|
|
A Problem in GMM Estimation
|
|
15
|
1082
|
29 July 2022
|
|
GMM estimation error
|
|
3
|
448
|
26 July 2022
|
|
The standard deviation in matched_moement
|
|
1
|
490
|
26 April 2022
|
|
Help with SMM estimation
|
|
11
|
1019
|
25 April 2022
|
|
IRF matching procedure
|
|
5
|
1549
|
19 March 2022
|
|
GMM Estimation of parameters is NAN
|
|
16
|
1586
|
22 February 2022
|
|
Mom in Dynare 5.0 does not load correct xls_sheet
|
|
6
|
569
|
25 January 2022
|
|
Mode_compute = 6 works for Bayesian estimation but not SMM/GMM estimation
|
|
3
|
670
|
12 December 2021
|
|
HP-filter data and theoretical moments
|
|
7
|
982
|
5 November 2021
|
|
Problems on ramsey optimal policy and GMM
|
|
6
|
618
|
4 November 2021
|
|
Tips with tricky calibration approach
|
|
3
|
1079
|
18 October 2021
|
|
GMM estimation for shocks in RBC models
|
|
5
|
766
|
9 October 2021
|
|
Which interest rate time series use for representing TR interest
|
|
2
|
452
|
16 September 2021
|
|
Template for SMM
|
|
3
|
769
|
10 September 2021
|
|
Adding a variable to model, other theoretical moments change
|
|
2
|
494
|
3 September 2021
|
|
Prior distribution in Particle Filter
|
|
3
|
572
|
3 August 2021
|
|
Calibrate to empirical steady state moments
|
|
6
|
901
|
6 July 2021
|
|
Is this steady state assumption right?
|
|
1
|
556
|
6 July 2021
|
|
Basic question about computing second moments in data
|
|
2
|
739
|
20 June 2021
|
|
Questions about using estimation and calibration at the same time
|
|
2
|
561
|
25 March 2021
|
|
SMM loop stuck at initial values
|
|
1
|
531
|
23 February 2017
|
|
Bad Gradient by adding more variables
|
|
8
|
434
|
17 March 2021
|
|
IRF-Matching with multiple shocks
|
|
7
|
766
|
26 February 2021
|
|
Interpretation of estimated results
|
|
3
|
689
|
16 December 2020
|
|
Multiple graph in one graph
|
|
19
|
910
|
8 September 2020
|
|
Calibratoin of variance of shocks
|
|
6
|
1163
|
1 July 2020
|
|
Error using...Plus....matrix dimensions must agree
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|
9
|
1334
|
14 June 2020
|