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Economics / Stochastic processes / Interest rates / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Economic model / General equilibrium theory / Vasicek model / Statistics / Macroeconomics / Mathematical finance
Date: 2014-10-08 05:31:27
Economics
Stochastic processes
Interest rates
New Keynesian economics
Dynamic stochastic general equilibrium
Macroeconomic model
Economic model
General equilibrium theory
Vasicek model
Statistics
Macroeconomics
Mathematical finance

Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer

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