What cycles? : data detrending in DSGE models
Year of publication: |
2019
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Authors: | Sun, Xiaojin ; Tsang, Kwok Ping |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 3, p. 1-23
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Subject: | Data detrending | DSGE models | Forecasting | Monetary policy | Geldpolitik | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | DSGE-Modell | DSGE model | Konjunktur | Business cycle | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model |
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