Blar i BI Research Centre's Series på forfatter "Ferroni, Filippo"

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    • Approximating time varying structural models with time invariant structures 

      Canova, Fabio; Ferroni, Filippo; Matthes, Christian (CAMP Working Paper Series;1/2016, Working paper, 2016)
      The paper studies how parameter variation affects the decision rules of a DSGE model and structural inference. We provide diagnostics to detect parameter variations and to ascertain whether they are exogenous or endogenous. ...

    • Mind the gap! Stylized dynamic facts and structural models. 

      Canova, Fabio; Ferroni, Filippo (CAMP Working Paper Series;13/2018, Working paper, 2018-12-11)
      We study what happens to identified shocks and to dynamic responses when the structural model features q disturbances and m endogenous variables, q ≤ m, but only m1 < q variables are used in the empirical model. Identified ...