DSGE model with financial frictions over subsets of business cycle frequencies
Year of publication: |
2019
|
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Authors: | Gallegati, Marco ; Giri, Federico ; Palestrini, Antonio |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 152-163
|
Subject: | Bayesian estimation | Business cycle frequencies | DSGE model | Financial frictions | Wavelet decomposition | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Konjunktur | Business cycle | Theorie | Theory | DSGE-Modell | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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