We thank Marco del Negro and Frank Schorfheide for providing access to their data. We thank four anonymous referees, Fabio Canova, Yanqin Fan, Ulrich Müller, Frank Schorfheide, Jim Stock, and numerous seminar and conference participants for helpful comments. The views expressed in this paper are those of the authors and do not necessarily reflect those of the Federal Reserve Bank of Philadelphia or of the Federal Reserve System.
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Article first published online: 12 JUL 2013
Copyright © 2013 Pablo Guerron-Quintana, Atsushi Inoue, and Lutz Kilian
Volume 4, Issue 2, pages 197–229, July 2013
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How to Cite
Guerron-Quintana, P., Inoue, A. and Kilian, L. (2013), Frequentist inference in weakly identified dynamic stochastic general equilibrium models. Quantitative Economics, 4: 197–229. doi: 10.3982/QE306
- Issue published online: 12 JUL 2013
- Article first published online: 12 JUL 2013
- Submitted September, 2012. Final version accepted October, 2012.
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