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ArticleOn the statistical identification of DSGE models

Agostino Consolo2009

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Articlegreen2009

On the statistical identification of DSGE models

Agostino Consolo · Carlo A. Favero · Alessia Paccagnini

55 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Control Systems and Identification Economic theories and models

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References

1980Macroeconomics and Reality 1976Econometric policy evaluation: A critique 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1995Multivariate Simultaneous Generalized ARCH 2002Determining the Number of Factors in Approximate Factor Models 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 2005Time Varying Structural Vector Autoregressions and Monetary Policy

Cited by

2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models 2013Identification-robust analysis of DSGE and structural macroeconomic models 2013The Relationship Between DSGE and VAR Models 2018LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 2010On the precision of Calvo parameter estimates in structural NKPC models

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Year2009

Typearticle

Published2009-03-20

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations55

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2009.02.012

openalex_workW2039639588

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2012On the predictability of time-varying VAR and DSGE models

2013Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models