Validating dsge models with SVARs and high-dimensional dynamic factor models
Year of publication: |
2023
|
---|---|
Authors: | Lippi, Marco |
Subject: | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | Faktorenanalyse | Factor analysis | Schock | Shock | DSGE-Modell | DSGE model | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics |
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