VARs, common factors and the empirical validation of equilibrium business cycle models

Journal of Econometrics

Volumn 132, Issue 1, 2006, Pages 257-279

  Giannone, Domenico ^a   Reichlin, Lucrezia ^a,b   Sala, Luca ^a,c  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b CEPR ^*  (Belgium)

^c BOCCONI UNIVERSITY   (Italy)

Author keywords

Dynamic factor models; Identification; Real business cycle; Structural VARs

Indexed keywords

DYNAMIC FACTOR MODELS; IDENTIFICATION; REAL BUSINESS CYCLE; STRUCTURAL VARS;

APPROXIMATION THEORY; ERROR ANALYSIS; ESTIMATION; MATHEMATICAL MODELS;

INDUSTRIAL ECONOMICS;

EID: 33646477830     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.030     Document Type: Article

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