Do data revisions matter for DSGE estimation?
Year of publication: |
September 2017
|
---|---|
Authors: | Givens, Gregory E. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 49.2017, 6, p. 1385-1407
|
Subject: | data revisions | real-time data | DSGE estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator |
-
Bekiros, Stelios, (2015)
-
Analyzing data revisions with a dynamic stochastic general equilibrium model
Croushore, Dean Darrell, (2014)
-
Baetje, Fabian, (2016)
- More ...
-
Monetary Policy and Investment Dynamics: Evidence from Disaggregate Data
GIVENS, GREGORY E., (2018)
-
Unemployment insurance in a sticky-price model with worker moral hazard
Givens, Gregory E., (2008)
-
Generalized method of moments and inverse control
Givens, Gregory E., (2008)
- More ...