The sensitivity of DSGE models’ results to data detrending
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023.
"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
- Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
- Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
- Pirmin Fessler & Fabio Rumler & Gerhard Schwarz, 2014. "A micro-based non-inflationary rate of capacity utilisation as a measure of inflationary pressure: evidence for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 23-36, February.
- Jürgen Jerger & Oke Röhe, 2009.
"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain,"
Working Papers
276, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies), revised Mar 2011.
- Jerger, Jürgen & Röhe, Oke, 2009. "Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain," University of Regensburg Working Papers in Business, Economics and Management Information Systems 453, University of Regensburg, Department of Economics.
- Jerger, Jürgen & Röhe, Oke, 2011. "Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain," University of Regensburg Working Papers in Business, Economics and Management Information Systems 453, University of Regensburg, Department of Economics.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009.
"Detrending and the Distributional Properties of U.S. Output Time Series,"
Economics Bulletin, AccessEcon, vol. 29(4), pages 3155-3161.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Stracca, Livio & Bussière, Matthieu, 2010. "A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks," Working Paper Series 1260, European Central Bank.
- Cristiano Cantore & Paul Levine & Giovanni Melina, 2014. "Deep versus superficial habit: It’s all in the persistence," School of Economics Discussion Papers 0714, School of Economics, University of Surrey.
- Baumann, Ursel & Dieppe, Alistair & Dizioli, Allan Gloe, 2017. "Why should the world care? Analysis, mechanisms and spillovers of the destination based border adjusted tax," Working Paper Series 2093, European Central Bank.
- Efrem Castelnuovo, 2013.
"What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 759-784, October.
- Efrem Castelnuovo, 2012. "What does a monetary policy shock do? An international analysis with multiple filters," "Marco Fanno" Working Papers 0145, Dipartimento di Scienze Economiche "Marco Fanno".
- Sun Xiaojin & Tsang Kwok Ping, 2019. "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.
More about this item
Keywords
DSGE models; Filters; Trends; Bayesian estimates;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-08-02 (Central Banking)
- NEP-DGE-2009-08-02 (Dynamic General Equilibrium)
- NEP-ECM-2009-08-02 (Econometrics)
- NEP-ETS-2009-08-02 (Econometric Time Series)
- NEP-MAC-2009-08-02 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:onb:oenbwp:157. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Markus Knell (email available below). General contact details of provider: https://edirc.repec.org/data/oenbbat.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.