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...
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| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2011.
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| 叢編: | IMF Working Papers; Working Paper ;
No. 2011/219 |
| 在線閱讀: | Full text available on IMF |