Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789)

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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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