A frequency-domain analysis of medium-scale DSGE models
Jinshun Wu and Taps Maiti
| Year of publication: |
2022
|
|---|---|
| Authors: | Wu, Jinshun ; Maiti, Tapabrata |
| Subject: | Bayesian local likelihood estimation | coherence function | connectedness | DSGE model | frequency analysis | frequency-varying parameter | model fit | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | DSGE-Modell | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590822500229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014240270