Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789)
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scientific article
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English | Solving and estimating linearized DSGE models with VARMA shock processes and filtered data |
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (English)
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9 June 2017
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DSGE models
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ARMA
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VAR
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likelihood function
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