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Willi Mutschler
Willi Mutschler
  • Dynare
  • About
  • Working Papers
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  • Dynare
  • Installation guides
    • Dynare 4.6.4 with MATLAB R2021a: Windows 10 installation guide
    • Dynare 4.6.4 with Octave 6.2.0: Windows 10 installation guide
    • Dynare 4.6.4 with MATLAB R2021a: macOS Big Sur installation guide (for Apple Silicon M1)
    • Dynare 4.6.4 with Octave 6.2.0: macOS installation guide using Homebrew (for Apple Silicon M1)
    • Compiling Dynare from source: macOS Big Sur installation guide (for Apple Silicon M1)
    • MATLAB installation guide using Rosetta 2 for macOS Big Sur running on Apple Silicon M1
    • Dynare parallel
    Introduction to DSGE models and Dynare
    • Intro Dynare solution and simulation
    • RBC model: deriving model equations and introduction to Dynare's preprocessor
    • RBC model: steady-state derivations and implementation in Dynare (with preprocessing tips)
    • RBC model: simple vs advanced calibration using modularization and changing types
    • RBC model: deterministic vs stochastic simulations
    • Understanding numerical steady-state computations
    Modern DSGE models
    • Basic NK model
    • RBC model
    Identification analysis of DSGE model parameters
    • Identification toolbox (Dynare summer school 2021)
    • Identification toolbox (Course on Identification and Global Sensitivity Analysis 2020)
    Estimation of DSGE model parameters
    • Method-of-Moments toolbox (Dynare summer school 2021)
    Optimal policy
    • Optimal policy in the New Keynesian Baseline model with Dynare
    Occasionally binding constraints
    • Zero-Lower-Bound (ZLB) in the New Keynesian baseline model with Dynare
    Perturbation
    • k-order perturbation theory
    Best practices in Dynare
    • 4 methods to compute the steady state of a DSGE model in Dynare
    Miscellaneous
    • Introduction to MATLAB
    • Understanding Dynare Preprocessor
    • How to debug and report Dynare errors
  • Contents
  • Description
  • Lecture
  • Q&A Session

Method-of-Moments toolbox (Dynare summer school 2021)

Please feel free to raise any comments or issues on the website’s Github repository. Pull requests are very much appreciated.

Description

Recordings and lecture notes used in the session on Method-of-Moments estimation at the “Dynare summer school 2021”.

Lecture

  • Slides used in the video
  • Replication files used in the video

Q&A Session

Last updated on Aug 14, 2022

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© 2022 Willi Mutschler. This work is licensed under CC BY SA 4.0

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