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SSRN Electronic Journal
Article
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Archivio istituzionale della Ricerca - Bocconi
Article . 2015
Full-Text: https://iris.unibocconi.it/bitstream/11565/3863507/1/published_paper_JAE.pdf
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SSRN Electronic Journal
Article . 2012 . Peer-reviewed
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https://dx.doi.org/10.2139/ssr...
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DSGE Models in the Frequency Domain

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2012 Italy English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: SALA, LUCA;

doi: 10.2139/ssrn.2167195

handle: 11565/3863507

DSGE Models in the Frequency Domain

Abstract

We exploit well-known features of the frequency domain to estimate a medium-scale DSGE model on different frequency bands. We study whether fit, parameter estimates and forecasting performance depend on the frequency band over which the model is estimated. The results also give guidance on how to improve the model by highlighting model performance and the role of frictions over various frequencies.

Country
Italy
Related Organizations
Keywords

DSGE MODELS, FREQUENCY DOMAIN, BAND MAXIMUM LIKELIHOOD

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 2
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
bronze
Related to Research communities
The European University of Social Sciences