Browsing by Subject "DSGE"
Now showing items 1-4 of 4
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Essays in Macroeconomics
(2018)This dissertation consists of my essays in macroeconomics. In the first essay, I develop a new general equilibrium model to explain several facts about aggregate inventory that are challenging to existing inventory models. ... -
Essays on Markov-Switching Dynamic Stochastic General Equilibrium Models
(2011)This dissertation presents two essays on Markov-Switching dynamic stochastic general equilibrium models.The first essay is "Perturbation Methods for Markov-Switching Models," which is co-authored with Juan Rubio-Ramirez, ... -
Optimal Monetary and Fiscal Policy for Small Open and Emerging Economies
(2010)This dissertation computes the optimal monetary and fiscal policy for small open and emerging economies in an estimated medium-scale model. The model departs from the conventional approach as it encompasses all the major ... -
Structural Estimation Using Sequential Monte Carlo Methods
(2011)This dissertation aims to introduce a new sequential Monte Carlo (SMC) based estimation framework for structural models used in macroeconomics and industrial organization. Current Markov chain Monte Carlo (MCMC) estimation ...