Data-Rich DSGE and Dynamic Factor Models
September 1, 2011
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Format: Chicago
Summary
Subject: Consumption, Dynamic stochastic general equilibrium models, Econometric analysis, Factor models, Financial institutions, Inflation, National accounts, Prices, Stocks
Keywords: Bayesian estimation, Consumption, Data-rich DSGE models, DFM model, DSGE model, DSGE state, Dynamic factor models, Dynamic stochastic general equilibrium models, Factor models, GDP deflator, Inflation, Interest rate, Investment deflator inflation, Model state, Monetary policy, Stocks, WP
Publication Details
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Pages:
49
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2011/216
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Stock No:
WPIEA2011216
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ISBN:
9781463903497
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ISSN:
1018-5941