Understanding DSGE Filters in Forecasting and Policy Analysis /
This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision properties of the model, and (iii) to impose subjective prior constraints on path estimates of unobserved shocks in structural economic mod...
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| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
2013.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2013/098 |
| Ämnen: | |
| Länkar: | Full text available on IMF |