Economics at your fingertips  

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
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link) ... -0001.xml?format=INT (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Review of Economic Perspectives is currently edited by Antonín Slaný

More articles in Review of Economic Perspectives from Sciendo
Bibliographic data for series maintained by Peter Golla ().

Page updated 2018-10-12
Handle: RePEc:vrs:reoecp:v:15:y:2015:i:1:p:89-114:n:1