The Relationship Between DSGE and VAR Models (Q3295721)

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The Relationship Between DSGE and VAR Models
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    The Relationship Between DSGE and VAR Models (English)
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    10 July 2020
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    dynamic stochastic general equilibrium (DSGE) theory
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    vector autoregression (VAR) model
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    invertibility
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    fundamentalness
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    linearization
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    impulse-response function
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    model evaluation
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