Estimation of DSGE Models When the Data are Persistent
收藏NBER2009-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w15187
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Dynamic Stochastic General Equilibrium (DSGE) models are often solved and estimated under specific assumptions as to whether the exogenous variables are difference or trend stationary. However, even mild departures of the data generating process from these assumptions can severely bias the estimates
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美国国家经济研究局创建时间：
2009-07-01
