Pages that link to "Item:Q2440156"
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The following pages link to A check for finite order VAR representations of DSGE models (Q2440156):
Displaying 6 items.
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789) (← links)
- Measuring nonfundamentalness for structural VARs (Q1656410) (← links)
- VARMA representation of DSGE models (Q1667985) (← links)
- Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
- Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (Q2054847) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
