General Equilibrium Restrictions for Dynamic Factor Models
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Keywordsdynamic and static rank; factor models; DSGE models; forecasting;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-02 (All new papers)
- NEP-CBA-2010-05-02 (Central Banking)
- NEP-DGE-2010-05-02 (Dynamic General Equilibrium)
- NEP-ECM-2010-05-02 (Econometrics)
- NEP-FOR-2010-05-02 (Forecasting)
- NEP-MAC-2010-05-02 (Macroeconomics)
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