Detecting and analyzing the effects of time-varying parameters in DSGE models

DOI10.1111/IERE.12418MaRDI QIDQ3299165zbMATH OpenOpenAlexWikidataFDO

Authors Fabio Canova, Filippo Ferroni, Christian Matthes

Publication date 17 July 2020

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/iere.12418?download=true

zbMATH Keywords

DSGE modelsGertler and Karadi's modeltime-varying decision rules

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Macroeconomic theory (monetary models, models of taxation) (91B64)

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