Time-varying parameter four-equation DSGE model
Year of publication: |
[2022]
|
---|---|
Authors: | Gupta, Rangan ; Sun, Xiaojin |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | DSGE | Time-Varying Parameter | Forecasting | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy |
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