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Investigating the relationship between DSGE and SVAR models
Pagan, Adrian R.; Robinson, Tim - 2016
Persistent link: https://www.econbiz.de/10011777161
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Too many shocks spoil the interpretation
Pagan, Adrian R.; Robinson, Tim - 2020
We show that when a model has more shocks than observed variables the estimated filtered and smoothed shocks will be correlated. This is despite no correlation being present in the data generating process. Additionally the estimated shock innovations may be autocorrelated. These correlations...
Persistent link: https://www.econbiz.de/10012320974
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Implications of partial information for econometric modeling of macroeconomic systems
Pagan, Adrian R.; Robinson, Tim - 2019
Persistent link: https://www.econbiz.de/10012223978
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Too many shocks spoil the interpretation
Pagan, Adrian R.; Robinson, Tim - 2020
Persistent link: https://www.econbiz.de/10012225079
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Estimating and identifying empirical BVAR-DSGE models for small open economies
Robinson, Tim - 2013
Persistent link: https://www.econbiz.de/10010357480
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The getting of macroeconomic wisdom
Pagan, Adrian R. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001512744
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The getting of macroeconomic wisdom
Pagan, Adrian R. - In: Advances in macroeconomic theory, (pp. 219-235). 2001
Persistent link: https://www.econbiz.de/10001617188
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An empirical BVAR-DSGE model of the Australian economy
Langcake, Sean; Robinson, Tim - 2014
Persistent link: https://www.econbiz.de/10010357239
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Forecasting the Australian economy with DSGE and BVAR models
Langcake, Sean; Robinson, Tim - In: Applied economics 50 (2018) 3, pp. 251-267
Persistent link: https://www.econbiz.de/10011846812
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A structural VAR model of the Australian economy
Dungey, Mardi H.; Pagan, Adrian R. - In: The economic record : er 76 (2000), pp. 321-342
Persistent link: https://www.econbiz.de/10001546910