VARMA representation of DSGE models (Q1667985)

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Language	Label	Description	Also known as
English	VARMA representation of DSGE models	scientific article

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scholarly article

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VARMA representation of DSGE models (English)

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Stephen D. Morris

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Economics Letters

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publication date

31 August 2018

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zbMATH Keywords

identification

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varma

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.econlet.2015.11.027

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The Identification Problem for Multiple Equation Systems with Moving Average Errors

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Dynamic Identification of Dynamic Stochastic General Equilibrium Models

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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data

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Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models

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Identification in Parametric Models

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

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Identifiers

zbMATH Open document ID

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10.1016/j.econlet.2015.11.027

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1667985

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