Vector autoregressions and reduced form representations of DSGE models

Journal of Monetary Economics

Volumn 54, Issue 7, 2007, Pages 2048-2064

  Ravenna, Federico ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b FEDERAL RESERVE BANK OF SAN FRANCISCO   (United States)

Author keywords

Business cycle models; Truncation bias; Vector autoregressions

Indexed keywords

EID: 34548814734     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2006.09.002     Document Type: Article

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