Data-driven identification constraints for DSGE models
Year of publication: |
2018
|
---|---|
Authors: | Lanne, Markku ; Luoto, Jani |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 80.2018, 2, p. 236-258
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | USA | United States | Theorie | Theory | DSGE-Modell | DSGE model |
-
Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor, (2009)
-
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller, (2010)
-
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Amisano, Gianni, (2011)
- More ...
-
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Lanne, Markku, (2013)
-
Lanne, Markku, (2019)
-
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku, (2009)
- More ...