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Empirical propertie...
Abstract
Ämnesord
Stäng
- In this paper, we compare the empirical proper-ties of closed- and open-economy DSGE models estimated on Euro area data. The comparison is made along several dimensions; we examine the models in terms of their marginal likelihoods, forecasting performance, variance decompositions, and their transmission mechanisms of monetary policy.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- open economy
- closed economy
- DSGE model
- Bayesian inference
- Statistics
- Statistik
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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