Recovering Stars in Macroeconomics
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- Daniel Buncic & Adrian Pagan & Tim Robinson, 2023. "Recovering stars in macroeconomics," Melbourne Institute Working Paper Series wp2023n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
References listed on IDEAS
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Cited by:
- Buncic, Daniel, 2024. "Econometric issues in the estimation of the natural rate of interest," Economic Modelling, Elsevier, vol. 132(C).
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More about this item
Keywords
Kalman filter and smoother; State Space models; shock recovery; short systems; natural rate of interest; macroeconomic policy; Beveridge-Nelson decomposition;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-09-25 (Econometrics)
- NEP-ETS-2023-09-25 (Econometric Time Series)
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