Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
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Publication:529789
DOI10.1016/j.econlet.2015.05.024zbMath1364.91089OpenAlexW1842125053MaRDI QIDQ529789
Alexander Meyer-Gohde, Daniel Neuhoff
Publication date: 9 June 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.05.024
Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)
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