Pages that link to "Item:Q2892453"

The following pages link to Dynamic Identification of Dynamic Stochastic General Equilibrium Models (Q2892453):

Displaying 31 items.

• The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
• Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
• Bayesian estimation of DSGE models: identification using a diagnostic indicator (Q1624117) (← links)
• A Monte Carlo procedure for checking identification in DSGE models (Q1655634) (← links)
• DSGE pileups (Q1655666) (← links)
• Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
• VARMA representation of DSGE models (Q1667985) (← links)
• Cointegration in singular ARMA models (Q1673429) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• The full set of solutions of linear rational expectations models (Q1786769) (← links)
• Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
• DSGE models with observation-driven time-varying volatility (Q1788013) (← links)
• Testing DSGE models by indirect inference: a survey of recent findings (Q2002449) (← links)
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
• Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
• Projection-based inference with particle swarm optimization (Q2246616) (← links)
• Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
• Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243) (← links)
• Global identification of linearized DSGE models (Q4625069) (← links)
• Bayesian inference on structural impulse response functions (Q4629405) (← links)
• Improving GDP measurement: a measurement-error perspective (Q5964709) (← links)
• A solution to the global identification problem in DSGE models (Q6054393) (← links)
• Strategic interactions in U.S. monetary and fiscal policies (Q6067176) (← links)
• Global robust Bayesian analysis in large models (Q6108269) (← links)
• Estimating the effects of demographics on interest rates: a robust Bayesian perspective (Q6556134) (← links)
• Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy (Q6616621) (← links)
• On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
• Can GDP Measurement Be Further Improved? Data Revision and Reconciliation (Q6620865) (← links)
• Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)