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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
-varying (TV) vector autoregressive (VAR) model on the data set constructed by Smets and Wouters (2007). We apply an indirect … inference method to map from this TV VAR to time variation in implied Dynamic Stochastic General Equilibrium (DSGE) parameters …
Persistent link: https://www.econbiz.de/10011405253
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Monetary policy shocks : we got news!
Gomes, Sandra; Iskrev, Nikolay; Mendicino, Caterina - In: Journal of economic dynamics & control 74 (2017), pp. 108-128
Persistent link: https://www.econbiz.de/10011740491
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Are discretionary accruals a signal for a bright future? : evidence from an information search demand and supply matrix
Choi, Man-Seek - In: Journal of international trade & commerce 16 (2020) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10012591152
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The Romanian versus Eurozone economy via a DSGE model
Hudea, Oana Simona - In: Economic research 32 (2019) 1,1, pp. 50-65
Persistent link: https://www.econbiz.de/10012387508
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Monetary policy volatility shocks in Brazil
Fasolo, Angelo Marsiglia - In: Economic modelling 81 (2019), pp. 348-360
Persistent link: https://www.econbiz.de/10012202102
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Is time an illusion? : a bootstrap likelihood ratio approach to testing shock transmission delays in DSGE models
Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M. - 2022
Persistent link: https://www.econbiz.de/10013555793
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Validating dsge models through dynamic factor models
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2022
Persistent link: https://www.econbiz.de/10013260287
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Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements of aggregate time series over the business cycle and to perform policy analysis. We explain how to use DSGE models for all three purposes – forecasting, story-telling, and...
Persistent link: https://www.econbiz.de/10014025547
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News shocks under financial frictions
Görtz, Christoph; Tsoukalas, John D.; Zanetti, Francesco - 2016
Persistent link: https://www.econbiz.de/10011539177
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News shocks under financial frictions
Görtz, Christoph; Tsoukalas, John D.; Zanetti, Francesco - 2020
Persistent link: https://www.econbiz.de/10012501472