DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS

DOI10.1111/IERE.12418zbMath1444.91132OpenAlexW2981017815WikidataQ127096360 ScholiaQ127096360MaRDI QIDQ3299165

Filippo Ferroni, Christian Matthes, Fabio Canova

Publication date: 17 July 2020

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/iere.12418?download=true

zbMATH Keywords

DSGE modelsGertler and Karadi's modeltime-varying decision rules

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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