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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Andrle, Michal
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2013.
Sraith:IMF Working Papers; Working Paper ; No. 2013/098
Ábhair:
WP
Rochtain ar líne:Full text available on IMF