Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789)
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scientific article; zbMATH DE number 6728388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving and estimating linearized DSGE models with VARMA shock processes and filtered data |
scientific article; zbMATH DE number 6728388 |
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (English)
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9 June 2017
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DSGE models
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ARMA
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VAR
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likelihood function
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0.8653608
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0.85934544
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0.85853386
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0.8546904
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0.8523769
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0.84960407
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0.8483735
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0.8443323
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0.8442166
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