We would like to thank Frank Schorfheide and three anonymous referees for extensive comments that led to a substantial revision and extension of the results presented in the original working paper. A preliminary version of this article was presented at the U.S. Federal Reserve Bank in 2008 and at Cambridge University in 2011. We also thank Luc Bauwens, Geert Dhaene, John Geweke, David Hendry, Lennart Hoogerheide, Soren Johansen, Helmut Lutkepohl, Christopher Sims, Mattias Villani, and Anders Warne for helpful discussions on the topic of this article. Of course, any remaining errors remain the responsibility of the authors. Van Dijk acknowledges financial support from the Netherlands Organization of Scientific Research. Please address correspondence to: Rodney W. Strachan, Research School of Economics, The Australian National University, HW Arndt Building 25a, Canberra 0200, Australia. Phone: +61 2 6125 3363. Fax: +61 2 6125 5124. E-mail: email@example.com
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*
Article first published online: 23 JAN 2013
© (2013) by the Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association
International Economic Review
Volume 54, Issue 1, pages 385–402, February 2013
How to Cite
Strachan, R. W. and Van Dijk, H. K. (2013), EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING. International Economic Review, 54: 385–402. doi: 10.1111/j.1468-2354.2012.00737.x
Manuscript received May 2009; revised February 2012.
- Issue published online: 23 JAN 2013
- Article first published online: 23 JAN 2013
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