Time-varying parameter four-equation DSGE model

DOI10.1515/SNDE-2023-0010MaRDI QIDQ6937990zbMATH OpenFDO

Authors Rangan Gupta, Xiaojin Sun

Publication date 26 August 2025

Published in Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/SNDE-2023-0010

zbMATH Keywords

forecastingfour-equation DSGEtime-varying parameter

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A time-varying parameter structural model of the UK economy
• Dynamic prediction pools: an investigation of financial frictions and forecasting performance
• Fitting U.S. trend inflation: a rolling-window approach
• Inference on stochastic time-varying coefficient models
• Quasi-Bayesian estimation of time-varying volatility in DSGE models
• Structural changes in the US economy: is there a role for monetary policy?

This page was built for publication: Time-varying parameter four-equation DSGE model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6937990)