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Multiple filtering devices for the estimation of cyclical DSGE models

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Publication:2895112
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DOI10.3982/QE36zbMath1242.91159WikidataQ60147625 ScholiaQ60147625MaRDI QIDQ2895112

Fabio Canova, Filippo Ferroni

Publication date: 2 July 2012

Published in: Quantitative Economics (Search for Journal in Brave)


zbMATH Keywords

business cyclesfiltersDSGE modelsstructural estimation


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)


Related Items (6)

Great recession, slow recovery and muted fiscal policies in the US ⋮ Monetary policy and indeterminacy after the 2001 slump ⋮ Sentiment and the U.S. business cycle ⋮ What cycles? Data detrending in DSGE models ⋮ Estimating DSGE models using seasonally adjusted and unadjusted data ⋮ Optimal research and development and the cost of business cycles




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