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...
| Yazar: | |
|---|---|
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2011/219 |
| Online Erişim: | Full text available on IMF |