Search Results - subject:"Timing restrictions"

Is time an illusion? : a bootstrap likelihood ratio approach to testing shock transmission delays in DSGE models

Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M. - 2022

Persistent link: https://www.econbiz.de/10013555793

Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks

Angelini, Giovanni; Sorge, Marco M. - 2021

constraints embodying classical Cholesky-timing restrictions in otherwise standard Dynamic New Keynesian (DNK) models. By … reinforcing internal propagation mechanisms and enlarging a model's equilibrium state space, timing restrictions may produce a non …

Persistent link: https://www.econbiz.de/10012658425

Under the same (Chole)sky : DNK models, timing restrictions and recursive identification of monetary policy shocks

Angelini, Giovanni; Sorge, Marco M. - 2021

Persistent link: https://www.econbiz.de/10012501242

Under the same (Chole)sky : DNK models, timing restrictions and recursive identification of monetary policy shocks

Angelini, Giovanni; Sorge, Marco M. - In: Journal of economic dynamics & control 133 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10014535860

Computing sunspot solutions to rational expectations models with timing restrictions

Sorge, Marco M. - In: The B.E. journal of macroeconomics 20 (2020) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10012306513

Solving rational expectations models with informational subperiods : a comment

Hespeler, Frank; Sorge, Marco M. - In: Computational economics 53 (2019) 4, pp. 1649-1654

Persistent link: https://www.econbiz.de/10012135581