Variable mismeasurement in a class of DSGE models: Comment

Ray C. Fair

Journal of Macroeconomics, 2020, vol. 66, issue C

Abstract: This comment points out mismeasurement of variables in the DSGE model in Smets and Wouters (2007) and in models that follow the Smets-Wouters measurement procedures. The mismeasurement errors appear to be large.

Keywords: DSGE models; Measurement errors (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301683

DOI: 10.1016/j.jmacro.2020.103242

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