Non-Fundamentalness in Structural Econometric Models: A Review

International Statistical Review

Volumn 79, Issue 1, 2011, Pages 16-47

  Alessi, Lucia ^a   Barigozzi, Matteo ^b,c   Capasso, Marco ^d  

^a EUROPEAN CENTRAL BANK   (Germany)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^d UNU MERIT   (Netherlands)

Author keywords

Dynamic factor models; Dynamic stochastic general equilibrium models; Non fundamentalness; Structural VectorAutoRegressions

Indexed keywords

EID: 79953273573     PISSN: 03067734     EISSN: 17515823     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2011.00131.x     Document Type: Review

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