underlying a DSGE model into a set of testable assumptions on a cointegrated VAR model and illustrate the ideas with the RBC … assumptions underlying the DSGE model and, hence, the RBC model are rejected when properly tested. Leaving the RBC model aside, we …

assumptions underlying the DSGE model and, hence, the RBC model are rejected when properly tested. Leaving the RBC model aside, we … assumptions underlying a DSGE model into a set of testable assumptions on a cointegrated VAR model and illustrate the ideas with … the RBC model in Ireland (2004). Accounting for unit roots (near unit roots) in the model is shown to provide a powerful …

assumptions underlying the DSGE model and, hence, the RBC model are rejected when properly tested. Leaving the RBC model aside, we … assumptions underlying a DSGE model into a set of testable assumptions on a cointegrated VAR model and illustrate the ideas with … the RBC model in Ireland (2004). Accounting for unit roots (near unit roots) in the model is shown to provide a powerful …

-frequency capital series prevent researchers from including capital in the widespread structural VAR (SVAR) representations of DSGE … small sample bias a¤ecting the SVAR performance in approximating DSGE models has been recently rising. In our view, it might … be the case of a smaller degree of estimates distorsions when the RBC dynamics is approximated through a SVEC model as …

-frequency capital series prevent researchers from including capital in the widespread structural VAR (SVAR) representations of DSGE … small sample bias a¤ecting the SVAR performance in approximating DSGE models has been recently rising. In our view, it … might be the case of a smaller degree of estimates distorsions when the RBC dynamics is approximated through a SVEC model as …