On the statistical identification of DSGE models

Journal of Econometrics

Volumn 150, Issue 1, 2009, Pages 99-115

  Consolo, Agostino ^a   Favero, Carlo A ^a,b,c   Paccagnini, Alessia ^a  

^a BOCCONI UNIVERSITY   (Italy)

^b AMeN ^*  (Spain)

^c CEPR   (United Kingdom)

Author keywords

Bayesian analysis; Dynamic stochastic general equilibrium model; Factor augmented vector autoregression; Model evaluation; Statistical identification; Vector autoregression

Indexed keywords

BAYESIAN ANALYSIS; FACTOR-AUGMENTED VECTOR AUTOREGRESSION; MODEL EVALUATION; STATISTICAL IDENTIFICATION; VECTOR AUTOREGRESSION;

BAYESIAN NETWORKS; BENCHMARKING; DYNAMIC ANALYSIS; RANDOM PROCESSES; REGRESSION ANALYSIS; STATISTICS; VECTORS;

STOCHASTIC MODELS;

EID: 67349237755     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.02.012     Document Type: Article

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