A method for taking models to the data

This paper develops a method for combining the power of a dynamic, stochastic, general-equilibrium model with the flexibility of a vector autoregressive time-series model to obtain a hybrid that can be taken directly to the data.

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Year of publication:	1999
Authors:	Ireland, Peter N.
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Econometric models \| Business cycles

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 9903
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005428334