Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Year of publication: |
August 2015
|
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Authors: | Meyer-Gohde, Alexander ; Neuhoff, Daniel |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 133.2015, p. 89-91
|
Subject: | DSGE models | ARMA | VAR | Likelihood function | Zeitreihenanalyse | Time series analysis | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Schock | Shock | DSGE-Modell | DSGE model | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Bayes-Statistik | Bayesian inference |
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