This paper explores the effects of using alternative data sets for the estimation of DSGE models. I find that the estimated structural parameters and the model's outcomes are sensitive to the variables used for estimation. Depending on the set of variables the point estimate for habit formation...

Sovereign wealth funds have rapidly become significant international institutions. The performance of funds varies substantially across countries, but comprehensive and systematic analyses of funds have been hampered by the lack of transparency of most funds. The relative transparency of the...