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Volumn 25, Issue 1, 2010, Pages 55-70

Limited information estimation and evaluation of DSGE models

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EID: 74349100498     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1130     Document Type: Article
Times cited : (27)

References (17)
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    • Faust AOJ, Reifschneider D. Board of Governors of the Federal Reserve System: Washington, DC
    • Fuhrer JC, Olivei G. 2004. Estimating forward-looking Euler equations with GMM and maximum likelihood estimators: an optimal instruments approach. In Models and Monetary Policy: Research in the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley, Faust AOJ, Reifschneider D. Board of Governors of the Federal Reserve System: Washington, DC; 87-114.
    • (2004) In Models and Monetary Policy: Research In the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley , pp. 87-114
    • Fuhrer, J.C.1    Olivei, G.2
  • 5
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    • Limited information estimation and evaluation of DSGE models
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    • Kaiser, R.1    Maravall, A.2
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  • 10
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    • International evidence on the efficacy of new-Keynesian models of inflation persistence
    • (Published online 28 September
    • Korenok O, Radchenko S, Swanson NR. 2008. International evidence on the efficacy of new-Keynesian models of inflation persistence. Journal of Applied Econometrics (Published online 28 September. www.3inter-science.wileycom/journal/122610469/abstract
    • (2008) Journal of Applied Econometrics
    • Korenok, O.1    Radchenko, S.2    Swanson, N.R.3
  • 11
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    • Kurmann, A.1
  • 12
    • 34247361666 scopus 로고    scopus 로고
    • Do central banks respond to exchange rate movements? A structural investigation
    • Lubik TA, Schorfheide F. 2007. Do central banks respond to exchange rate movements? A structural investigation. Journal of Monetary Economics 54: 1069-1087.
    • (2007) Journal of Monetary Economics , vol.54 , pp. 1069-1087
    • Lubik, T.A.1    Schorfheide, F.2
  • 13
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    • McCallum B. 1976. Rational expectations and the natural rate hypothesis: some consistent estimates. Econometrica 44: 43-52.
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  • 14
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  • 17
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