Title:Do institutions and culture matter for business cycles? Author(s):ALTUG, Sumru G.; CANOVA, FabioDate:2014Citation:
- Open economies review, 2014, Vol. 25, No. 1, pp. 93-122
Type:ArticleAbstract:We examine the relationship between cyclical fluctuations and macroeconomic, institutional, and cultural indicators for 46 countries from Europe and the Mediterranean basin. In the Mediterranean cycles are different: the ...
Title:Choosing the variables to estimate singular DSGE models Author(s):CANOVA, Fabio; FERRONI, Filippo; MATTHES, ChristianDate:2014Citation:
- Journal of Applied Econometrics, 2014, Vol. 29, No. 7, pp. 1099-1117
Type:ArticleAbstract:We propose two methods to choose the variables to be used in the estimation of the structural parameters of a singular DSGE model. The first selects the vector of observables that optimizes parameter identification; the ...
Title:Bridging DSGE models and the raw data Author(s):CANOVA, FabioDate:2014Citation:
- Journal of Monetary Economics, 2014, Vol. 67, pp. 1-15
Type:ArticleAbstract:A method to estimate DSGE models using the raw data is proposed. The approach links the observables to the model counterparts via a flexible specification which does not require the model-based component to be located ...
Title:Introduction to recent advances in methods and applications for DSGE models Author(s):CANOVA, Fabio; SCHORFHEIDE, Frank; DIJK, HermanDate:2014Citation:
- Journal of applied econometrics, 2014, Vol. 29, No. 7, pp. 1029-1030