Blar i Scientific articles på forfatter "Ferroni, Filippo"

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    • DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 

      Canova, Fabio; Ferroni, Filippo; Matthes, Christian (Journal article; Peer reviewed, 2020)
      We study how structural parameter variations affect the decision rules and economic inference. We provide diagnostics to detect parameter variations and to ascertain whether they are exogenous or endogenous. A constant ...

    • Mind the gap: stylized dynamic facts and structrual models 

      Canova, Fabio; Ferroni, Filippo (Research report, 2022)
      We study what happens to identified shocks and to dynamic responses when the data generating process features q disturbances but q1 < q variables are used in an empirical model. Identified shocks are linear combinations ...

    • Mind the gap: Stylized dynamic facts and structural models 

      Canova, Fabio; Ferroni, Filippo (Peer reviewed; Journal article, 2022)
      We study what happens to identified shocks and to dynamic responses when the data generating process features q disturbances but q 1 < q variables are used in an empirical model. Identified shocks are linear combinations ...