Vector Autoregressions and Reduced Form Representations of DSGE Models
Federico Ravenna
No 841, 2005 Meeting Papers from Society for Economic Dynamics
Keywords: Vector Autoreregression; Dynamic Stochastic General Equilibrium Model; Kalman Filter; Business Cycle Shocks (search for similar items in EconPapers)
JEL-codes: C13 C22 E32 (search for similar items in EconPapers)
Date: 2005
New Economics Papers: this item is included in nep-dge, nep-ecm, nep-ets and nep-mac
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Journal Article: Vector autoregressions and reduced form representations of DSGE models (2007) 
Working Paper: Vector autoregressions and reduced form representations of DSGE models (2006) 
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed005:841
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