Assessing DSGE model nonlinearities
Year of publication: |
October 2017
|
---|---|
Authors: | Aruoba, S. Borağan ; Bocola, Luigi ; Schorfheide, Frank |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 83.2017, p. 34-54
|
Subject: | Asymmetric adjustment costs | Bayesian analysis | Econometric model evaluation | Perturbation solution | Predictive checks | Quadratic autoregressions | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Ökonometrisches Modell | Econometric model | Nichtlineare Regression | Nonlinear regression | Anpassungskosten | Adjustment costs | Autokorrelation | Autocorrelation |
-
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi, (2015)
-
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D., (2016)
-
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet, (2015)
- More ...
-
Assessing DSGE model nonlinearities
Aruoba, S. Borağan, (2013)
-
Assessing DSGE model nonlinearities
Aruoba, S. Borağan, (2013)
-
Assessing DSGE Model Nonlinearities
Aruoba, S. Borağan, (2013)
- More ...