Measurement with minimal theory
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- Ellen R. McGrattan, 2010. "Measurement with minimal theory," Quarterly Review, Federal Reserve Bank of Minneapolis, issue July, pages 2-13.
- Ellen McGrattan, 2006. "Measurement with Minimal Theory," 2006 Meeting Papers 338, Society for Economic Dynamics.
References listed on IDEAS
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- Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022.
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- Paul Beaudry & Fabrice Collard & Patrick Feve & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers 22-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Beaudry, Paul & Collard, Fabrice & Feve, Patrick & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," CEPR Discussion Papers 17726, C.E.P.R. Discussion Papers.
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024. "Dynamic Identification in VARs," NBER Working Papers 32598, National Bureau of Economic Research, Inc.
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers hal-03863451, HAL.
- Canova, Fabio, 2014.
"Bridging DSGE models and the raw data,"
Journal of Monetary Economics, Elsevier, vol. 67(C), pages 1-15.
- Fabio Canova, 2008. "Bridging DSGE models and the raw data," Economics Working Papers 1320, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
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- Canova, Fabio, 2013. "Bridging DSGE Models and the raw data," CEPR Discussion Papers 9379, C.E.P.R. Discussion Papers.
- Charles Olivier Mao Takongmo, 2021. "DSGE models, detrending, and the method of moments," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 67-99, January.
- Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques.
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Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
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- Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
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More about this item
Keywords
Business cycles - Econometric models;JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-08-05 (Central Banking)
- NEP-DGE-2006-08-05 (Dynamic General Equilibrium)
- NEP-MAC-2006-08-05 (Macroeconomics)
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