A frequency-domain analysis of medium-scale DSGE models
Year of publication: |
2022
|
---|---|
Authors: | Wu, Jinshun ; Maiti, Tapabrata |
Published in: |
The Singapore economic review. - Singapore : World Scientific, ZDB-ID 2098755-9. - Vol. 67.2022, 6, p. 1951-1986
|
Subject: | Bayesian local likelihood estimation | coherence function | connectedness | DSGE model | frequency analysis | frequency-varying parameter | model fit | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | DSGE-Modell |
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