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Paper provided by Society for Economic Dynamics in its series 2005 Meeting Papers with number 841.

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Date of creation: 2005
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Handle: RePEc:red:sed005:841

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Related research

Keywords: Vector Autoreregression Dynamic Stochastic General Equilibrium Model Kalman Filter Business Cycle Shocks

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

This paper has been announced in the following NEP Reports:

• NEP-ALL-2005-12-01 (All new papers)
• NEP-DGE-2005-12-01 (Dynamic General Equilibrium)
• NEP-ECM-2005-12-01 (Econometrics)
• NEP-ETS-2005-12-01 (Econometric Time Series)
• NEP-MAC-2005-12-01 (Macroeconomics)

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This page was last updated on 2008-11-16.