VARs, common factors and the empirical validation of equilibrium business cycle models
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Cites work
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
- scientific article; zbMATH DE number 3605818 (Why is no real title available?)
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Nested Reduced-Rank Autogressive Models for Multiple Time Series
- Reduced rank models for multiple time series
- Solving dynamic equilibrium models by a method of undetermined coefficients
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
- Time to Build and Aggregate Fluctuations
- Time to Build and Aggregate Fluctuations: Some New Evidence
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- Making a match: combining theory and evidence in policy-oriented macroeconomic modeling
- Common trends and cycles in I(2) VAR systems
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS
- Non-fundamentalness in structural econometric models: a review
- Common Components Structural VARs
- Two main business cycle shocks are better than one
- Dynamic factors in the presence of blocks
- Exact and asymptotic tests on a factor model in low and large dimensions with applications
- Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott
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