VAR meets DSGE - Li, Bin,O'Connell, Stephen A.,Adam, Christopher S.,Berg, Andrew,Montiel, Peter (International Monetary Fund, 2016)
10.5089/9781484324752.001
Keywords: Arbeitspapier; Graue Literatur; Geldpolitische Transmission; Geldpolitik; VAR-Modell; Monte-Carlo-Simulation; DSGE-Modell; Entwicklungsländer; Economic Theory; Environmental Economics; Money and Interest Rates: Forecasting and Simulation; Monetary Policy; Macroeconomic Analyses of Economic Development; Fiscal and Monetary Policy in Development; Computable and Other Applied General Equilibrium Models; Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models; Agriculture: Aggregate Supply and Demand Analysis; Prices; Environmental Economics: General; Econometrics & economic statistics; Economic theory & philosophy; Environmental economics; Vector autoregression; Dynamic stochastic general equilibrium models; Structural vector autoregression; Supply shocks; Environment; Econometric analysis; Economic theory; Econometrics; Econometric models; Supply and demand; Environmental sciences