Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) (Q5133567)

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scientific article; zbMATH DE number 7272438
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Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
scientific article; zbMATH DE number 7272438

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    Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) (English)
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    10 November 2020
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    dynamic stochastic general equilibrium models
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    frequency domain
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    identification
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    MCMC
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    model diagnostics
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    spectrum
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