Mind the gap! Stylized dynamic facts and structural models
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- Fabio Canova & Filippo Ferroni, 2022. "Mind the Gap! Stylized Dynamic Facts and Structural Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 104-135, October.
- Fabio Canova & Filippo Ferroni, 2020. "Mind the gap! Stylized Dynamic Facts and Structural Models," Working Paper Series WP-2020-29, Federal Reserve Bank of Chicago.
- Canova, Fabio & Ferroni, Filippo, 2019. "Mind the gap! Stylized dynamic facts and structural models," Working Paper Series 378, Sveriges Riksbank (Central Bank of Sweden).
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Citations
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- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Working Papers hal-03475454, HAL.
- Ricco, Giovanni & ,, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
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- Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
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- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki, 2022.
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- Wickens, Michael R. & Pagan, Adrian, 2019.
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- Adrian Pagan & Michael Wickens, 2019. "Checking if the straitjacket fits," CAMA Working Papers 2019-81, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
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More about this item
Keywords
Deformation; State variables; Dynamic responses; Structural models; House price shocks; Uncertainty shocks;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-10-21 (Macroeconomics)
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