Estimating DSGE models using seasonally adjusted and unadjusted data
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DOI: 10.1016/j.jeconom.2012.10.004
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- Ivan Roberts & Graham White, 2015. "Seasonal Adjustment of Chinese Economic Statistics," RBA Research Discussion Papers rdp2015-13, Reserve Bank of Australia.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020.
"A tractable framework for analyzing a class of nonstationary Markov models,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
- Niraj Poudyal & Aris Spanos, 2022. "Model Validation and DSGE Modeling," Econometrics, MDPI, vol. 10(2), pages 1-25, April.
- Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
- Jonathan H. Wright, 2013. "Unseasonal Seasonals?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(2 (Fall)), pages 65-126.
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More about this item
Keywords
Business cycle; DSGE model; Frequency domain; Seasonal adjustment;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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