Browsing Department of Economics (ECO) by Subject "VARMA"

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Subject "VARMA"

Sort by: Order: Results:

  • Icon
    Title: Business Cycle Analysis and VARMA Models  Author(s): KASCHA, Christian; MERTENS, Karl Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: An important question in empirical macroeconomics is whether structural vector autoregressions (SVARs) can reliably discriminate between competing DSGE models. Several recent papers have sug- gested that one reason SVARs ...