• Please log in or register to access this feature.

Endogenous Persistence in an estimated DSGE Model Under Imperfect Information†

  1. Paul Levine1,
  2. Joseph Pearlman2,
  3. George Perendia3,
  4. Bo Yang4

Article first published online: 12 JUN 2012

DOI: 10.1111/j.1468-0297.2012.02524.x

Issue

The Economic Journal

The Economic Journal

Volume 122, Issue 565, pages 1287–1312, December 2012

Additional Information

How to Cite

Levine, P., Pearlman, J., Perendia, G. and Yang, B. (2012), Endogenous Persistence in an estimated DSGE Model Under Imperfect Information. The Economic Journal, 122: 1287–1312. doi: 10.1111/j.1468-0297.2012.02524.x

Author Information

  1. 1

    University of Surrey

  2. 2

    Loughborough University

  3. 3

    London Metropolitan University

  4. 4

    University of Surrey

  1. †

    Corresponding author: Paul Levine, School of Economics, University of Surrey, Guildford, Surrey, GU2 7XH, UK. Email: p.levine@surrey.ac.uk.

  2. We acknowledge financial support for this research from the ESRC, project no. RES-000-23-1126 and from the EU Framework Programme 7 project MONFISPOL. Earlier versions of this article were presented at the Conference ‘Robust Monetary Rules for the Open Economy’ at the University of Surrey, September 20-21, 2007; the CEF 2008 Annual Conference in Paris, June 26–28, 2008; the annual CDMA Conference, 2009, University of St Andrews, 2–4 September; a MONFISPOL workshop, March 11–12, 2010; the 2010 Royal Economic Society Conference, March 29–31; and seminars during 2010 and 2011 at Sheffield University, the Bank of England, Goethe University and Birkbeck College. Comments from participants at all these events are gratefully acknowledged, particularly those from the discussants at the Surrey Conference (Michel Juillard) and the MONFISPOL workshop (Eleni Iliopulos). We also acknowledge comments from two anonymous referees and the editor of this Journal. The usual disclaimer applies.

Publication History

  1. Issue published online: 12 NOV 2012
  2. Article first published online: 12 JUN 2012
  3. Accepted manuscript online: 28 FEB 2012 12:56PM EST
  4. Submitted: 1 March 2010 Accepted: 1 November 2011

SEARCH

SEARCH BY CITATION

ARTICLE TOOLS