Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model /
When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon Boivin and Giannoni (2006), we relax these two assumptions and estimate a fairly simp...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2011.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2011/219 |
| ऑनलाइन पहुंच: | Full text available on IMF |