Estimation of continuous-time linear DSGE models from discrete-time measurements
Bent Jesper Christensen, Luca Neri, Juan Carlos Parra-Alvarez
| Year of publication: |
2024
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|---|---|
| Authors: | Christensen, Bent Jesper ; Neri, Luca ; Parra-Alvarez, Juan Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 244.2024, 2, Art.-No. 105871, p. 1-24
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| Subject: | Continuous time | DSGE models | Exact discrete-time state space representation | Local identification | Mixed frequency data | Stock and flow variables | Structural shocks | Dynamisches Gleichgewicht | Dynamic equilibrium | Schock | Shock | DSGE-Modell | DSGE model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105871 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015552445