Consistent High-Frequency Calibration
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- Aadland, David & Huang, Kevin X. D., 2004. "Consistent high-frequency calibration," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2277-2295, October.
- David Aadland & Kevin X.D. Huang, 2002. "Consistent High-Frequency Calibration," Macroeconomics 0211007, University Library of Munich, Germany, revised 08 Jan 2003.
- David Aadland & Kevin Huang, 2002. "Consistent High-Frequency Calibration," Working Papers 2002-01, Utah State University, Department of Economics.
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Cited by:
- Hintermaier, Thomas, 2005.
"A sunspot paradox,"
Economics Letters, Elsevier, vol. 87(2), pages 285-290, May.
- Hintermaier, Thomas, 2004. "A Sunspot Paradox," Economics Series 150, Institute for Advanced Studies.
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qt4nz8p839, Department of Economics, UC San Diego.
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- Ben Aissa, Mohamed Safouane & Musy, Olivier & Pereau, Jean-Christophe, 2007. "Modelling inflation persistence with periodicity changes in fixed and predetermined prices models," Economic Modelling, Elsevier, vol. 24(5), pages 823-838, September.
- Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
- Ruey Yau & C. James Hueng, 2019. "Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 177-198, June.
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More about this item
Keywords
high frequency; calibration; transformation rule; consistency; temporal aggregation;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2003-10-20 (Dynamic General Equilibrium)
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