The sensitivity of DSGE models’ results to data detrending
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More about this item
KeywordsDSGE models; Filters; Trends; Bayesian estimates;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-02 (All new papers)
- NEP-CBA-2009-08-02 (Central Banking)
- NEP-DGE-2009-08-02 (Dynamic General Equilibrium)
- NEP-ECM-2009-08-02 (Econometrics)
- NEP-ETS-2009-08-02 (Econometric Time Series)
- NEP-MAC-2009-08-02 (Macroeconomics)
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