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Estimating DSGE model parameters in a small open economy: Do real-time data matter?

Jan Čapek ()

Review of Economic Perspectives, 2015, vol. 15, issue 1, 89-114

Abstract: This paper investigates the differences between parameters estimated using real-time and those estimated with revised data. The models used are New Keynesian DSGE models of the Czech, Polish, Hungarian, Swiss, and Swedish small open economies in interaction with the euro area. The paper also offers an analysis of data revisions of GDP growth and inflation and trend revisions of interest rates.

Date: 2015
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