Minimality of state space solutions of DSGE models and existence conditions for their VAR representation
Year of publication: |
December 2015
|
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Authors: | Franchi, Massimo ; Paruolo, Paolo |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 4, p. 613-626
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Subject: | DGSE models | VAR models | Fundamentalness | Finite order VAR | Minimal state space representation | VAR-Modell | VAR model | Theorie | Theory | Zustandsraummodell | State space model | Dynamisches Gleichgewicht | Dynamic equilibrium | Risikomaß | Risk measure |
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