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Econometric analysis of linearized singular dynamic stochastic general equilibrium models

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  • Bierens, Herman J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 136 (2007)
Issue (Month): 2 (February)
Pages: 595-627

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Handle: RePEc:eee:econom:v:136:y:2007:i:2:p:595-627

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010. "International evidence on the efficacy of new-Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.
  2. Corradi, Valentina & Swanson, Norman R., 2007. "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
  3. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  4. Harrison, Richard & Oomen, Özlem, 2010. "Evaluating and estimating a DSGE model for the United Kingdom," Bank of England working papers 380, Bank of England.
  5. Stéphane Adjemian & Florian Pelgrin, 2008. "Un regard bayésien sur les modèles dynamiques de la macroéconomie," Économie et Prévision, Programme National Persée, vol. 183(2), pages 127-152.
  6. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
  7. �zer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, 02.
  8. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
  9. Lai, Hung-pin, 2008. "Maximum likelihood estimation of singular systems of equations," Economics Letters, Elsevier, vol. 99(1), pages 51-54, April.
  10. Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers 200615, Rutgers University, Department of Economics.

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