Essays on the evaluation and estimation of the information friction in a DSGE model
Using US quarterly data (i.e., real-time data and survey data respectively) from 1969 to 2015 through two different estimation approaches (i.e., Bayesian estimation approach and indirect inference estimation approach) to investigate the empirical performance of the standard reduced-form New-Keynesia...
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Cardiff University
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.738428 |