Data-Rich DSGE and Dynamic Factor Models /
Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels of macroeconomic and financial data can be captured by relatively few common unobserved...
| Autore principale: | Kryshko, Maxym |
|---|---|
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2011/216 |
| Accesso online: | Full text available on IMF |
Documenti analoghi
-
Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model /
di: Kryshko, Maxym
Pubblicazione: (2011) -
DSGE Modeling at the Fund : Applications and Further Developments /
di: Botman, Dennis
Pubblicazione: (2007) -
Financial Crises in DSGE Models : A Prototype Model /
di: Benes, Jaromir
Pubblicazione: (2014) -
Solving and Estimating Indeterminate DSGE Models /
di: Farmer, Roger
Pubblicazione: (2013) -
Financial Crises in DSGE Models : Selected Applications of MAPMOD /
di: Benes, Jaromir
Pubblicazione: (2014)