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Persistent link: https://www.econbiz.de/10000885426

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Estimating sectoral cycles using cointegration and common features

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Common features and output fluctuations in the UK

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Statistical testing of business-cycle theories

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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data

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Taking a DSGE model to the data meaningfully

Jusélius, Katarina (contributor); … - 2007

All economists say that they want to take their models to the data. But with incomplete and highly imperfect data, doing so is difficult and requires carefully matching the assumptions of the model with the statistical properties of the data. The cointegrated VAR (CVAR) offers a way of doing so....

Persistent link: https://www.econbiz.de/10003471380

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