Multiple filtering devices for the estimation of cyclical DSGE models

DOI10.3982/QE36MaRDI QIDQ2895112zbMATH OpenWikidataFDO

Authors Fabio Canova, Filippo Ferroni

Publication date 2 July 2012

Published in Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

business cyclesfiltersDSGE modelsstructural estimation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

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(8)

• Great recession, slow recovery and muted fiscal policies in the US
• Monetary policy and indeterminacy after the 2001 slump
• Sentiment and the U.S. business cycle
• Optimal research and development and the cost of business cycles
• Modelled approximations to the ideal filter with application to GDP and its components
• BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX
• What cycles? Data detrending in DSGE models
• Estimating DSGE models using seasonally adjusted and unadjusted data

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