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1 – 1 of 1This article reviews the literature on the econometric relationship between DSGE and VAR models from the point of view of estimation and model validation. The mapping between DSGE…
Abstract
This article reviews the literature on the econometric relationship between DSGE and VAR models from the point of view of estimation and model validation. The mapping between DSGE and VAR models is broken down into three stages: (1) from DSGE to state-space model; (2) from state-space model to VAR(
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