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A method for taking models to the data

Peter Ireland ()

No 9903, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: This paper develops a method for combining the power of a dynamic, stochastic, general-equilibrium model with the flexibility of a vector autoregressive time-series model to obtain a hybrid that can be taken directly to the data.

Keywords: Econometric models; Business cycles (search for similar items in EconPapers)
Date: 1999, Revised 1999
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Journal Article: A method for taking models to the data (2004) Downloads
Software Item: Matlab code for A Method for Taking Models to the Data (1999) Downloads
Working Paper: A Method for Taking Models to the Data (1999) Downloads
Working Paper: A Method for Taking Models to the Data (1999) Downloads
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