Multiple filtering devices for the estimation of cyclical DSGE models

Journal article

Peer reviewed

Multiple filtering devices for the estimation of cyclical DSGE models

F Canova and F Ferroni

Quantitative Economics, Vol.2(1), pp.73-98

03/2011

DOI: https://doi.org/10.3982/QE36

Abstract

Metrics

22 Record Views

32 Times Cited - Web of Science

See more details

Details

Title: Multiple filtering devices for the estimation of cyclical DSGE models
Creators: F Canova
F Ferroni
Publication Details: Quantitative Economics, Vol.2(1), pp.73-98
Date published: 03/2011
Date submitted: 16/05/2017
Identifiers: 99514605402346
Academic Unit: University of Surrey
Resource Type: Journal article