skip to content
VAR meets DSGE. Preview this item
ClosePreview this item
Checking...

VAR meets DSGE.

Author: Bin Grace Li; Stephen A O'Connell; Christopher Adam
Publisher: Washington, D.C. : International Monetary Fund, 2016.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Li, Bin Grace.
VAR meets DSGE.
Washington, D.C. : International Monetary Fund, ©2016
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Bin Grace Li; Stephen A O'Connell; Christopher Adam
ISBN: 9781484333297 1484333292
OCLC Number: 969635777
Description: 1 online resource (46 pages)
Contents: Cover; Contents; 1. Introduction; 2. DSGEs as a data-generating process; 3. Motivating CEE-recursive structure; 4. Strong VAR performance under baseline conditions; 5. Low power to detect weak transmission; 6. Small sample sizes generate low precision; 7. Volatility does not undermine VAR-based inference, but measurement error does; 8. High-frequency supply shocks obscure transmission to output, but not to other variables; 9. Assembling the pieces; 10. Identification may be especially tricky in LICs; 11. Conclusions; References; Figures. 1a. Impulse Responses to Monetary Policy Shock: CEE-PS Baseline1b. Power Functions for Monetary Policy Shock: CEE-PS; 1c. T-stat for Monetary Policy Shocks: CEE-PS; 2. Impulse Responses and Power Functions: CEE-CB Baseline; 3. CEE-PS Weak Transmission; 4. CEE-PS Smoothing Parameter; 5. CEE-PS Small Sample; 6. CEE-PS Measurement Errors; 7. CEE-PS Output Gap Estimated with One-sided Filter (no supply side shocks); 8. CEE-PS Output Gap Estimated with One-sided Filter (iid supply side shocks; 9. CEE-PS Combined Scenario 1; 10. CEE-PS Combined Scenario 2; 11. CEE-PS Wrong Identification.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/969635777> # VAR meets DSGE.
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "969635777" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/3882198541#Place/washington_d_c> ; # Washington, D.C.
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/dcu> ;
    schema:about <http://dewey.info/class/332.49172399999998/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/3882198541#Topic/monetary_policy_developing_countries> ; # Monetary policy--Developing countries
    schema:bookFormat schema:EBook ;
    schema:contributor <http://experiment.worldcat.org/entity/work/data/3882198541#Person/o_connell_stephen_a> ; # Stephen A. O'Connell
    schema:contributor <http://experiment.worldcat.org/entity/work/data/3882198541#Person/adam_christopher> ; # Christopher Adam
    schema:creator <http://experiment.worldcat.org/entity/work/data/3882198541#Person/li_bin_grace> ; # Bin Grace Li
    schema:datePublished "2016" ;
    schema:description "Cover; Contents; 1. Introduction; 2. DSGEs as a data-generating process; 3. Motivating CEE-recursive structure; 4. Strong VAR performance under baseline conditions; 5. Low power to detect weak transmission; 6. Small sample sizes generate low precision; 7. Volatility does not undermine VAR-based inference, but measurement error does; 8. High-frequency supply shocks obscure transmission to output, but not to other variables; 9. Assembling the pieces; 10. Identification may be especially tricky in LICs; 11. Conclusions; References; Figures." ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/3882198541> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/3882198541#CreativeWork/var_meets_dsge> ;
    schema:name "VAR meets DSGE."@en ;
    schema:productID "969635777" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/969635777#PublicationEvent/washington_d_c_international_monetary_fund_2016> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/3882198541#Agent/international_monetary_fund> ; # International Monetary Fund
    schema:url <https://ebookcentral.proquest.com/lib/ucm/detail.action?docID=4711646> ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=4711646> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=4711646> ;
    schema:url <http://gold.worcester.edu/login?url=http://ebookcentral.proquest.com/lib/masslibsystem/detail.action?docID=4711646> ;
    schema:workExample <http://worldcat.org/isbn/9781484333297> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/969635777> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/3882198541#Agent/international_monetary_fund> # International Monetary Fund
    a bgn:Agent ;
    schema:name "International Monetary Fund" ;
    .

<http://experiment.worldcat.org/entity/work/data/3882198541#Person/adam_christopher> # Christopher Adam
    a schema:Person ;
    schema:familyName "Adam" ;
    schema:givenName "Christopher" ;
    schema:name "Christopher Adam" ;
    .

<http://experiment.worldcat.org/entity/work/data/3882198541#Person/li_bin_grace> # Bin Grace Li
    a schema:Person ;
    schema:familyName "Li" ;
    schema:givenName "Bin Grace" ;
    schema:name "Bin Grace Li" ;
    .

<http://experiment.worldcat.org/entity/work/data/3882198541#Person/o_connell_stephen_a> # Stephen A. O'Connell
    a schema:Person ;
    schema:familyName "O'Connell" ;
    schema:givenName "Stephen A." ;
    schema:name "Stephen A. O'Connell" ;
    .

<http://experiment.worldcat.org/entity/work/data/3882198541#Place/washington_d_c> # Washington, D.C.
    a schema:Place ;
    schema:name "Washington, D.C." ;
    .

<http://experiment.worldcat.org/entity/work/data/3882198541#Topic/monetary_policy_developing_countries> # Monetary policy--Developing countries
    a schema:Intangible ;
    schema:name "Monetary policy--Developing countries"@en ;
    .

<http://worldcat.org/isbn/9781484333297>
    a schema:ProductModel ;
    schema:isbn "1484333292" ;
    schema:isbn "9781484333297" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.