EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*

DOI10.1111/j.1468-2354.2012.00737.xzbMath1420.91237OpenAlexW3125866682MaRDI QIDQ4620078

Hermann K. Van Dijk, Rodney W. Strachan

Publication date: 7 February 2019

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

Full work available at URL: http://papers.tinbergen.nl/12025.pdf

zbMATH Keywords

Bayesian modelvector autoregressionsdynamic stochastic general equilibriumbusiness cycle volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Dynamic stochastic general equilibrium theory (91B51)

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