We review the current state of estimation dynamic stochastic general equilibrium (DSGE) models. After introducing a framework for dealing with DSGE models, state-space representation, we discuss how to evaluate moments or likelihood function implied by such structure. discuss, in varying degrees detail, recent advances field, as tempered particle filter, approximated Bayesian computation, Hamil...

We provide predictions for DSGE models with incomplete information that are robust across structures. Our approach maps an incomplete-information model into a full-information economy time-varying expectation wedges and provides conditions ensure the rationalizable by some structure. Using our approach, we quantify potential importance of as source business cycle fluctuations in otherwise frict...