Assessing DSGE model nonlinearities

DOI10.1016/j.jedc.2017.07.006zbMath1401.91501OpenAlexW3124578643MaRDI QIDQ1655751

S. Borağan Aruoba, Luigi Bocola, Frank Schorfheide

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2017.07.006

zbMATH Keywords

Bayesian analysisperturbation solutionasymmetric adjustment costseconometric model evaluationpredictive checksquadratic autoregressions

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Related Items (3)

Revisiting the optimal inflation rate with downward nominal wage rigidity: the role of heterogeneity ⋮ Agent based-stock flow consistent macroeconomics: towards a benchmark model ⋮ Solving DSGE models with a nonlinear moving average

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