CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
Author:
Affiliation:
1. EUIFlorence Italy
2. CEPRCEPR London UK
3. Banque de France Paris France
4. University of Surrey Guildford UK
5. Federal Reserve Bank of Richmond VA USA
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2414
Reference26 articles.
1. Bayesian Analysis of DSGE Models
2. AndrewsI MikushevaA.2011.Maximum Likelihood Inference in Weakly Identified DSGE Models. Quantitative Economics forthcoming.
3. AndrleM.2012.Estimating DSGE models using likelihood based dimensionality reduction. IMF working paper.
4. Econometric analysis of linearized singular dynamic stochastic general equilibrium models
5. Business cycle measurement with some theory
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