VARMA representation of DSGE models
type: Item
instance of: scholarly article
title: VARMA representation of DSGE models
zbMATH Open document ID: 1396.91418
author: Stephen Morris
published in: Economics Letters
publication date: 2018-08-31T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6929970
zbMATH Keywords: identification
zbMATH Keywords: varma
MaRDI profile type: Publication
full work available at URL: j.econlet.2015.11.027
OpenAlex ID: W3125158373
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cites work: Identification in Parametric Models
cites work: Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
DOI: 10.1016/J.ECONLET.2015.11.027
description: scientific article; zbMATH DE number 6929970