Validating dsge models through dynamic factor models
Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala
| Year of publication: |
11 June 2022
|
|---|---|
| Authors: | Forni, Mario ; Gambetti, Luca ; Lippi, Marco ; Sala, Luca |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | DSGE models | validation | structural VAR | structural factor model | news shocks | Schock | Shock | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP17379 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013260287