Misspecification and Expectations Correction in New Keynesian DSGE Models
Year of publication: |
2015
|
---|---|
Authors: | Angelini, Giovanni ; Fanelli, Luca Fanelli |
Institutions: | Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna |
Subject: | Dynamic stochastic general equilibrium model | Expectations | Kalman filter | New Keynesian models | State space model |
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