Essays on Macroeconomics in Mixed Frequency Estimations

<p>This dissertation asks whether frequency misspecification of a New Keynesian model</p><p>results in temporal aggregation bias of the Calvo parameter. First, when a</p><p>New Keynesian model is estimated at a quarterly frequency while the true</p><p>data g...

Full description

Bibliographic Details
Main Author: Kim, Tae Bong
Other Authors: Rubio-Ramirez, Juan
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10161/3837