Impulse Response Identification in DSGE Models
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- Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
- Juan F. Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2010.
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- Canova, Fabio & Sala, Luca, 2009.
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- Andrew Binning & Junior Maih, 2015.
"Sigma point filters for dynamic nonlinear regime switching models,"
2015/10, Norges Bank.
- Andrew Binning & Junior Maih, 2015. "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
More about this item
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- 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-2009-12-19 (All new papers)
- NEP-CBA-2009-12-19 (Central Banking)
- NEP-DGE-2009-12-19 (Dynamic General Equilibrium)
- NEP-ECM-2009-12-19 (Econometrics)
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