Validating dsge models with SVARs and high-dimensional dynamic factor models
Marco Lippi
| Year of publication: |
2023
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|---|---|
| Authors: | Lippi, Marco |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 6, p. 1273-1291
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| Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Schock | Shock | Faktorenanalyse | Factor analysis | DSGE-Modell | DSGE model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466621000542 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465374