Assessing DSGE model nonlinearities
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Publication:1655751
DOI10.1016/j.jedc.2017.07.006zbMath1401.91501OpenAlexW3124578643MaRDI QIDQ1655751
S. Borağan Aruoba, Luigi Bocola, Frank Schorfheide
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2017.07.006
Bayesian analysisperturbation solutionasymmetric adjustment costseconometric model evaluationpredictive checksquadratic autoregressions
Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)
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