Estimating DSGE models using seasonally adjusted and unadjusted data

DOI10.1016/J.JECONOM.2012.10.004zbMATH Open1443.62501OpenAlexW2013121991MaRDI QIDQ528165FDOQ528165

Authors: Hikaru Saijo 

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612002461

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zbMATH Keywords

seasonal adjustmentbusiness cyclefrequency domainDSGE model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Using simulation methods for bayesian econometric models: inference, development,and communication
• Title not available (Why is that?)
• Seasonally and approximation errors in rational expectations models
• What's news in business cycles
• Multiple filtering devices for the estimation of cyclical DSGE models
• Estimating and testing rational expectations models when the trend specification is uncertain.
• Seasonality and equilibrium business cycle theories

Cited In (3)

• Natural rate measures in an estimated DSGE model of the U.S. Economy
• Seasonally and approximation errors in rational expectations models
• Can we use seasonally adjusted variables in dynamic factor models?

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