News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models
Authors: | Avdjiev, Stefan |
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Published in: |
Review of Economic Dynamics. - Society for Economic Dynamics - SED.
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Publisher: |
Society for Economic Dynamics - SED |
Subject: | News Driven Business Cycles | Asset prices | Estimated DSGE models | Bayesian MCMC methods |
Type of publication: | Article |
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Notes: | Forthcoming |
Other identifiers: | 10.1016/j.red.2015.01.002 [DOI] |
Classification: | C11 - Bayesian Analysis ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G10 - General Financial Markets. General |
Source: |
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News driven business cycles and data on asset prices in estimated DSGE models
Avdjiev, Stefan, (2011)
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News Driven Business Cycles and data on asset prices in estimated DSGE models
Avdjiev, Stefan, (2016)
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