Structural Macroeconometrics
David N. DeJong and Chetan Dave
Princeton University Press
Part I. Model and Data Preparation
Chapter 1. Introduction
Chapter 2. Approximating and Solving DSGE Models
Chapter 3. Removing Trends and Isolating Cycles
Chapter 4. Summarizing Time Series Data
Chapter 5. DSGE Models: Three Examples
Part II. Empirical Methods
Chapter 6. Calibration
Chapter 7. Matching Moments

Chapter 8. Maximum Likelihood
Chapter 9. Bayesian Methods
Part III. Beyond Linearization
Chapter 10. Non-Linear Approximation Methods