Back to Results
First PageMeta Content
Econometrics / New Keynesian economics / Time series analysis / Data analysis / Dynamic stochastic general equilibrium / Macroeconomic model / Vector autoregression / Parameter / Autoregressive conditional heteroskedasticity / Statistics / Macroeconomics / Economics


Working Paper No. 507 Estimating time-varying DSGE models using minimum distance methods Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates August 2014
Add to Reading List

Document Date: 2014-08-22 11:52:46

Open Document

File Size: 1,37 MB

Share Result on Facebook

City

Preston / Justiniano / London / /

Country

United States / United Kingdom / /

/

Facility

konstantinos.theodoridis@bankofengland.co.uk University of Bristol / University of London / /

/

Holiday

Assumption / /

IndustryTerm

technology shocks / macroeconomic applications / identified technology shock / /

Movie

The second line / /

Organization

Centre for Macroeconomics / Financial Policy Committee / konstantinos.theodoridis@bankofengland.co.uk University of Bristol / Monetary Policy Committee / Bank of England / University of London / /

Person

Konstantinos Theodoridis / Domenico Giannone / Frank Smets / Lutz Kilian / Frank Schorfheide / Giorgio Primiceri / Tony Yates / Juan Rubio-Ramirez / Tony Yates August / Matthias Paustian / Efrem Castelnuevo / Mary / Andy Blake / George Kapetanios / Liudas Giraitis / Fabio Canova / /

/

Position

author / model in Smets / driver / Queen / /

Product

Nokia E66 Cellular Phone / /

URL

www.bankofengland.co.uk/research/Pages/workingpapers/default.aspx / /

SocialTag