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Estimating and testing rational expectations models when the trend specification is uncertain

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Author Info
Cogley, Timothy

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Publisher Info
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 25 (2001)
Issue (Month): 10 (October)
Pages: 1485-1525
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Handle: RePEc:eee:dyncon:v:25:y:2001:i:10:p:1485-1525

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  1. Ferroni, Filippo, 2009. "Trend agnostic one step estimation of DSGE models," MPRA Paper 14550, University Library of Munich, Germany. [Downloadable!]
  2. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Fabio Canova & Filippo Ferroni, 2009. "Multiple filtering devices for the estimation of cyclical DSGE models," Economics Working Papers 1135, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.