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 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. Leónā€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

Software to solve DGSE models

Identification analysis of DSGE models with DYNARE

Estimation and inference in DSGE models using derivatives of the likelihood

Quest III model applications

Data on Taxation

Government Revenue Dataset (GRD)