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Supply, demand and monetary policy shocks in a multi-country New Keynesian model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010
-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10003974674
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Supply, demand and monetary policy shocks in a multi-country New Keynesian Model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa - 2010
countryspecific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10008657123
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Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
Dees, Stephane - 2013
-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10013094653
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Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021
-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …
Persistent link: https://www.econbiz.de/10013316169
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10008933387
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
Persistent link: https://www.econbiz.de/10009231280
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10009124238
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10009238657
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 300-314
Persistent link: https://www.econbiz.de/10009785992
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On Identification of Bayesian DSGE Models
Koop, Gary - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10013126000