Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på emneord "Structural model, time varying coeffocoents, endogenous variations, mis-specification"
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Approximating time varying structural models with time invariant structures
(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. ...