Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott

DOI10.1016/J.JEDC.2007.09.021zbMATH Open1181.91144OpenAlexW2043042502MaRDI QIDQ844726FDOQ844726

Authors: Lucrezia Reichlin 

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.09.021

Mathematics Subject Classification ID

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

Cites Work

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering
• VARs, common factors and the empirical validation of equilibrium business cycle models
• Time to Build and Aggregate Fluctuations: Some New Evidence
• A method for taking models to the data

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