Zobrazeno 1 - 2
of 2
pro vyhledávání: '"[JEL:E4] Macroéconomie et économie monétaire - Monnaie et taux d'intérêt"'
Autor:
Dufour, Jean Marie, Jouini, Tarek
Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c6117c3cfd4915e26254fc0ad75ca358
http://hdl.handle.net/1866/541
http://hdl.handle.net/1866/541
This paper constructs and estimates a sticky-price, Dynamic Stochastic General Equilibrium model with heterogenous production sectors. Sectors differ in price stickiness, capital-adjustment costs and production technology, and use output from each ot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::25dd0219f3a0890610e07af5c16eef97
http://hdl.handle.net/1866/545
http://hdl.handle.net/1866/545