Estimating time-varying DSGE models using minimum distance methods

Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates

Year of publication:	2014
Authors:	Giraitis, Liudas ; Kapetanios, George ; Theodoridis, Konstantinos ; Yates, Anthony
Publisher:	London : Bank of England
Subject:	DSGE \| structural change \| kernel estimation \| time-varying VAR \| monetary policyshocks \| Schätztheorie \| Estimation theory \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| VAR-Modell \| VAR model \| Schätzung \| Estimation \| DSGE-Modell \| DSGE model \| Geldpolitik \| Monetary policy

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