Mind the gap! Stylized Dynamic Facts and Structural Models

Fabio Canova and Filippo Ferroni

No WP-2020-29, Working Paper Series from Federal Reserve Bank of Chicago

Abstract: We study what happens to identified shocks and to dynamic responses when the data generating process features q disturbances but q1

Keywords: Deformation; state variables; dynamic responses; structural models; house price shocks; uncertainty shocks. (search for similar items in EconPapers)
JEL-codes: C32 E27 E32 (search for similar items in EconPapers)
Pages: 43
Date: 2020-11-13
New Economics Papers: this item is included in nep-mac
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Mind the Gap! Stylized Dynamic Facts and Structural Models (2022)
Working Paper: Mind the gap! Stylized dynamic facts and structural models (2019)
Working Paper: Mind the gap! Stylized dynamic facts and structural models (2019)
Working Paper: Mind the gap! Stylized dynamic facts and structural models (2018)
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DOI: 10.21033/wp-2020-29

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