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)
New Economics Papers: this item is included in nep-dge, nep-ecm, nep-ets and nep-mac
Date: 2005

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Related works:
Working Paper: Vector autoregressions and reduced form representations of DSGE models (2006)
Journal Article: Vector autoregressions and reduced form representations of DSGE models (2007)
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Persistent link: http://EconPapers.repec.org/RePEc:red:sed005:841

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