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Impulse Response Matching Estimators for DSGE Models

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Impulse Response Matching Estimators for DSGE Models

Material type
文書・図像類
Author
GUERRON-QUINTANA, Pabloほか
Publisher
Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Publication date
2016-05-30
Material Format
Digital
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Summary, etc.:

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing a...

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Digital

Material Type
文書・図像類
Author/Editor
GUERRON-QUINTANA, Pablo
INOUE, Atsushi
KILIAN, Lutz
Publication Date
2016-05-30
Publication Date (W3CDTF)
2016-05-30
Contributor
Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Text Language Code
eng