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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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Document Date: 2014-10-08 05:31:27


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City

Berlin / Mannheim / Atlanta / Nicosia / Vancouver / Oslo / Copenhagen / Vienna / London / Hamburg / Chicago / Florence / /

Company

Eaton / Cox / Diebold / /

Country

Germany / United States / /

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Event

Reorganization / /

Facility

Hamburg University / Erasmus University / /

IndustryTerm

finance literature / macro-finance framework / linear technology / macro-finance model / web appendix / analytical solution / macro-finance links / bank credit intermediation / technology subject / finance / macro-finance models / macro-finance interaction / /

Organization

Danish National Research Foundation / Aarhus University / Center for Research / Department of Economics / Danish Social Science Research Council / Erasmus University Rotterdam / Organisation for Scientific Research / Hamburg University / /

Person

Frank Smets / Bt / Frank Schorfheide / Olaf Posch / Yt Yt / Anton Braun / Michel van der Wel / Andrew Harvey / Roderick McCrorie / Eric Ghysels / Juan Rubio-Ram / Fabio Canova / /

Position

marginal products rt / interest rate rt / /rt / rt / researcher / representative / Corresponding author / model financial frictions / General / /

Product

Monte Carlo / /

Technology

linear technology / simulation / /

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