Estimating DSGE models using seasonally adjusted and unadjusted data

DOI10.1016/j.jeconom.2012.10.004zbMath1443.62501OpenAlexW2013121991MaRDI QIDQ528165

Hikaru Saijo

Publication date: 12 May 2017

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

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612002461

zbMATH Keywords

frequency domainbusiness cycleseasonal adjustmentDSGE model

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Seasonality and equilibrium business cycle theories
• Seasonally and approximation errors in rational expectations models
• What's News in Business Cycles
• Multiple filtering devices for the estimation of cyclical DSGE models
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Estimating and testing rational expectations models when the trend specification is uncertain.

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