DSGE model with financial frictions over subsets of business cycle frequencies
Marco Gallegati, Federico Giri, Antonio Palestrini
| Year of publication: |
2019
|
|---|---|
| Authors: | Gallegati, Marco ; Giri, Federico ; Palestrini, Antonio |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 152-163
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| Subject: | Bayesian estimation | Business cycle frequencies | DSGE model | Financial frictions | Wavelet decomposition | Konjunktur | Business cycle | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | DSGE-Modell | Schätzung | Estimation | Schock | Shock | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Konjunkturtheorie | Business cycle theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012130956