Informing DSGE models through dynamic factor models
Mario Forni, Luca Gambetti, Marco Lippi, Luca Sala
| Year of publication: |
2025
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|---|---|
| Authors: | Forni, Mario ; Gambetti, Luca ; Lippi, Marco ; Sala, Luca |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 40.2025, 5, p. 487-507
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| Subject: | DSGE models | structural factor models | structural VAR | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | DSGE-Modell | DSGE model | Faktorenanalyse | Factor analysis | Schock | Shock | Bayes-Statistik | Bayesian inference | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015463310