Information criteria for impulse response function matching estimation of DSGE models

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The use of Impulse Response Function for Modal Parameter Estimation

This article discusses the errors that are introduced when calculating the impulse response function from the frequency response function using DFT/ FFT analysis technique. The impulse response function is used in many applications of system analysis where a description of the system characteristics is preferred in the time domain rather than in the frequency domain. The case where the system i...

متن کامل

DSGE Estimation of Models with Learning∗

I investigate how a model that assumes learning might interact with a rational expectations data generating process. Milani (2007b) asserts that if agents are learning and there is no conditional heteroscedasticity then an econometrician may be fooled into estimating ARCH/GARCH models. In addition, I evaluate the contribution of a new endogenous gain, which I have proposed in previous paper, ma...

متن کامل

Bayesian Mixed Frequency Estimation of DSGE models

In this paper, we present an alternative strategy for estimation of DSGE models when data is available at di¤erent time intervals. Our method is based on a data augmentation technique within Bayesian estimation of structural models and allows us to jointly use data at di¤erent frequencies. The bene…ts achieved via this methodology will be twofold, resolution of time aggregation bias and identi…...

متن کامل

Simplified Block Matching Criteria for Motion Estimation ∗

In this paper, we propose fast block matching criteria to reduce the implementation complexity of motion estimation in VLSI video coders. Based on generalized quantization of pixel difference measures, the block matching criteria combined with bitmap exclusive-OR (XOR) concept can be realized by short length adders and a multi-input binary counter. The proposed approach can be treated as a gene...

متن کامل

Which Impulse Response Function?

This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued that local projection techniques offer a remedy to the bias of the conventional method especially at...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Econometrics

سال: 2012

ISSN: 0304-4076

DOI: 10.1016/j.jeconom.2012.05.019