Riferimenti per informazioni (dati, ricerche e materiale vario) relativo al Cambiamento Climatico:
EPA
Generic Articles on DSGEs
Blanchard, O., 2018. On the future of macroeconomic models. Oxf. Rev. Econ. Pol. 34, 43–54.
Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. On DSGE Models, Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
Jesper Lindé, 2018. DSGE models: still useful in policy analysis?, Oxford Review of Economic Policy, Oxford University Press, vol. 34(1-2), pages 269-286.
Krishna Rao & Argia M. Sbordone & Andrea Tambalotti & Kieran Walsh, 2010. Policy analysis using DSGE models: an introduction, Economic Policy Review, Federal Reserve Bank of New York, vol. 16(Oct), pages 23-43.
Refet Gürkaynak, Cédric Tille, 2017, DSGE Models in the Conduct of Policy: Use as intended, A VoxEU.org Book, CEPR Press
N. Gregory Mankiw, 2006, The Macroeconomist as Scientist and Engineer, Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 29-46, Fall.
Bayesian Estimation
Calés, L., Pericoli, F., Ratto, M., 2017. Rotated Slice Sampling: Applications for the
Bayesian Estimation of DSGE Models. mimeo, European Commission.
Fabio Canova & Frank Schorfheide & Herman van Dijk, 2014. Introduction To Recent Advances In Methods And Applications For Dsge Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1029-1030, November.
Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. Choosing The Variables To Estimate Singular Dsge Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
Filippo Ferroni & Stefano Grassi & Miguel A. León‐Ledesma, 2019. Selecting structural innovations in DSGE models, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 205-220, March.
Massimo Franchi & Paolo Paruolo, 2015. Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation, Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 613-626, December.
Canova, Fabio & Paustian, Matthias, 2011. Business cycle measurement with some theory, Journal of Monetary Economics, Elsevier, vol. 58(4), pages 345-361.
Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013. On Identification of Bayesian DSGE Models, Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
Jesús Fernández-Villaverde, 2010. The econometrics of DSGE models, SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
Canova On DSGEs and State-Space Models
Guerrieri, Luca & Iacoviello, Matteo, 2015. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily, Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38
https://github.com/FRBNY-DSGE/DSGE.jl/blob/main/docs/DSGE_Model_Documentation_1002.pdf
https://www.newyorkfed.org/research/staff_reports/sr893
https://www.newyorkfed.org/research/policy/dsge#/overview
Software to solve DGSE models
https://www.dynare.org/
https://forum.dynare.org/
https://github.com/DynareTeam/dynare
https://github.com/topics/kalman-smoother
https://www.dsge.net/
http://vermandel.fr/dynamic-stochastic-general-equilibrium-and-business-cycles/
https://sites.google.com/site/pfeiferecon/dynare
https://www.filippoferroni.com/empiricalmacrotoolbox.htm
http://www.gdsge.com/index.html
Identification analysis of DSGE models with DYNARE
Estimation and inference in DSGE models using derivatives of the likelihood
http://www.macromodelbase.com/
https://ec.europa.eu/jrc/en/macro-econometric-statistical-software/quest-iii-downloads
Government Revenue Dataset (GRD)
http://www.itinerariprevidenziali.it
Software to solve HANK models
http://www.wouterdenhaan.com/datasuite.htm
https://personal.lse.ac.uk/reisr/ECFINweb/ECFIN22.html