Estimating time-varying DSGE models using minimum distance methods
Year of publication: |
2014-08-22
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Authors: | Giraitis, Liudas ; Kapetanios, George ; Theodoridis, Konstantinos ; Yates, Tony |
Institutions: | Bank of England |
Subject: | DSGE | structural change | kernel estimation | time-varying VAR | monetary policy shocks |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 507 39 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c18 ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination ; E66 - General Outlook and Conditions |
Source: |
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Estimating time-varying DSGE models using minimum distance methods
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