Consolo, Agostino; Favero, Carlo A.; Paccagnini, Alessia - In: Journal of Econometrics 150 (2009) 1, pp. 99-115
Dynamic Stochastic General Equilibrium (DSGE) models are now considered attractive by the profession not only from the theoretical perspective but also from an empirical standpoint. As a consequence of this development, methods for diagnosing the fit of these models are being proposed and...