Confronting Model Misspecification in Macroeconomics
收藏NBER2012-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17791
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资源简介：
We estimate a Markov-switching mixture of two familiar macroeconomic models: a richly parameterized DSGE model and a corresponding BVAR model. We show that the Markov-switching mixture model dominates both individual models and improves the fit considerably. Our estimation indicates that the DSGE
提供机构：
美国国家经济研究局
创建时间：
2012-01-01
