Estimating Dynamic Equilibrium Models using Macro and Financial Data
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- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016.
"Exploiting the monthly data flow in structural forecasting,"
Journal of Monetary Economics,
Elsevier, vol. 84(C), pages 201-215.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
- Claudia Foroni & Massimiliano Marcellino, 2013. "Mixed frequency structural models: estimation, and policy analysis," Working Paper 2013/15, Norges Bank.
More about this item
KeywordsStructural estimation; AK-Vasicek model; Martingale estimating function;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-25 (All new papers)
- NEP-CBA-2011-06-25 (Central Banking)
- NEP-ECM-2011-06-25 (Econometrics)
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