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- W2137051400 abstract "This paper uses a modified version of the DSGE model estimated in Smets and Wouters (2003) to generate a prior distribution for a vector autoregression, following the approach in Del Negro and Schorfheide (2003). This DSGE-VAR is fitted to Euro area data on GDP, consumption, investment, nominal wages, hours worked, inflation, M2, and a short-term interest rate. We document the fit of the DSGE-VAR" @default.
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- W2137051400 date "2004-08-11" @default.
- W2137051400 modified "2023-09-27" @default.
- W2137051400 title "A DSGE-VAR for the Euro Area" @default.
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