On the fit of new Keynesian models

Journal of Business and Economic Statistics

Volumn 25, Issue 2, 2007, Pages 123-143

  Del Negro, Marco ^a   Schorfheide, Frank ^b   Smets, Frank ^c   Wouters, Rafael ^d  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c EUROPEAN CENTRAL BANK   (Germany)

^d NATIONAL BANK OF BELGIUM   (Belgium)

Author keywords

Bayesian analysis; Dynamic stochastic general equilibrium model; Model evaluation; Vector autoregression

Indexed keywords

EID: 34248524655     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500107000000016     Document Type: Article

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