Limited Information Estimation and Evaluation of DSGE Models. Working paper #6
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References listed on IDEAS
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- Milani, Fabio, 2009.
"Expectations, learning, and the changing relationship between oil prices and the macroeconomy,"
Elsevier, vol. 31(6), pages 827-837, November.
- Fabio Milani, 2009. "Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy," Working Papers 080923, University of California-Irvine, Department of Economics.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2008.
"Factor analysis in a model with rational expectations,"
Royal Economic Society, vol. 11(2), pages 271-286, July.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007. "Factor Analysis in a Model with Rational Expectations," NBER Working Papers 13404, National Bureau of Economic Research, Inc.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 85(268), pages 1-20, March.
- Gorodnichenko, Yuriy & Ng, Serena, 2010.
"Estimation of DSGE models when the data are persistent,"
Journal of Monetary Economics,
Elsevier, vol. 57(3), pages 325-340, April.
- Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
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