Vector Autoregressions and Reduced Form Representations of DSGE Models
| Year of publication: |
2005
|
|---|---|
| Authors: | Ravenna, Federico |
| Institutions: | Society for Economic Dynamics - SED |
| Subject: | Vector Autoreregression | Dynamic Stochastic General Equilibrium Model | Kalman Filter | Business Cycle Shocks |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series 2005 Meeting Papers Number 841 |
| Classification: | C13 - Estimation ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
| Source: |
Persistent link: https://www.econbiz.de/10005027224