MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS. (14th May 2014)
- Record Type:
- Journal Article
- Title:
- MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS. (14th May 2014)
- Main Title:
- MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS
- Authors:
- Foroni, Claudia
Marcellino, Massimiliano - Abstract:
- <abstract abstract-type="main" id="jae2396-abs-0001"> <title>SUMMARY</title> <p id="jae2396-para-0001">The mismatch between the timescale of DSGE (dynamic stochastic general equilibrium) models and the data used in their estimation translates into identification problems, estimation bias, and distortions in policy analysis. We propose an estimation strategy based on mixed‐frequency data to alleviate these shortcomings. The virtues of our approach are explored for two monetary policy models. Copyright © 2014 John Wiley & Sons, Ltd.</p> </abstract>
- Is Part Of:
- Journal of applied econometrics. Volume 29:Number 7(2014)
- Journal:
- Journal of applied econometrics
- Issue:
- Volume 29:Number 7(2014)
- Issue Display:
- Volume 29, Issue 7 (2014)
- Year:
- 2014
- Volume:
- 29
- Issue:
- 7
- Issue Sort Value:
- 2014-0029-0007-0000
- Page Start:
- 1118
- Page End:
- 1144
- Publication Date:
- 2014-05-14
- Subjects:
- Econometrics -- Periodicals
330.015195 - Journal URLs:
- http://onlinelibrary.wiley.com/ ↗
- DOI:
- 10.1002/jae.2396 ↗
- Languages:
- English
- ISSNs:
- 0883-7252
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4942.520000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 3577.xml