VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS
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Publication:6145545
DOI10.1017/S0266466621000542OpenAlexW4200010059MaRDI QIDQ6145545FDOQ6145545
Authors: Marco Lippi 
Publication date: 9 January 2024
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000542
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- DOES MONETARY POLICY GENERATE RECESSIONS?
- VARMA representation of DSGE models
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