Learning Materials DSGE Estimation

[kielbasa]

Hi,

I’ve used dynare with calibrated models but I’m new to estimation.

Anyone has good learning materials for ML/Bayesian estimation? What I want to achieve is compare the model performance to the observable macroeconomic variables.

thank you

[jpfeifer]

A starting point would be

Learning about Empirical DSGE Analysis

Hey Community, in the upcoming weeks I would like to invest my time to learn as much as I can about “empirical DSGEs”. I know that there is already a lot of literature writen about the estimation of DSGE models and related empirical applications, e.g. Smets & Wouters (2003, 2007); An & Schorfheide (2007); the Handbook Chapters in the Handbook of Macroeconomics of Lindé et al. (2016) and Fernández-Villaverde et al. (2016) as well as the Chapter of Del Negro & Schorfheide (2013) in the Handbook …

[kielbasa]

Thank you professor!