Information criteria for impulse response function matching estimation of DSGE models

DOI10.1016/j.jeconom.2012.05.019zbMath1422.91462OpenAlexW3123416153WikidataQ57430340 ScholiaQ57430340MaRDI QIDQ528064

Atsushi Inoue, James M. Nason, Barbara Rossi, Alastair R. Hall

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.05.019

zbMATH Keywords

DSGE modelsimpulse response function matching estimation

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

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