Blar i Arbeidsnotater / Working Papers på emneord "estimation"

Viser treff 1-2 av 2

    • Mixed Frequency Structural Models: Estimation, and Policy Analysis 

      Foroni, Claudia; Marcellino, Massimiliano (Working Papers;15/2013, Working paper, 2013)
      In this paper we show analytically, with simulation experiments and with actual data that a mismatch between the time scale of a DSGE model and that of the time series data used for its estimation generally creates ...

    • Mixed Frequency Structural VARs 

      Foroni, Claudia; Marcellino, Massimiliano (Working Papers;1/2014, Working paper, 2014)
      A mismatch between the time scale of a structural VAR (SVAR) model and that of the time series data used for its estimation can have serious consequences for identification, estimation and interpretation of the impulse ...