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...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2011/216 |
| ऑनलाइन पहुंच: | Full text available on IMF |