Browsing Max Weber Programme (MWP) by Subject "Vector Autoregressions"

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Browsing Max Weber Programme (MWP) by Subject "Vector Autoregressions"

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    Title: DGSE Model Evaluation and Hybrid Models: A Comparison  Author(s): PACCAGNINI, Alessia Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical ...