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Table Of Contents

1 Introduction
2 The linearised DSGE model
3 Taking the model to UK data
3.1 Model parameters
3.2 Data
3.3 Evaluating the model
3.3.1 Methodology
3.3.2 Model and data spectra
3.4 Estimating the augmented model
3.4.1 Estimation approach
3.4.2 Priors
3.4.3 Estimation results
3.5 Evaluating the estimated model
4 Impulse responses analysis
4.1 A comparison of impulse responses: calibrated versus baseline model
5 Conclusion
Appendix A: Model parameters
Appendix B: Data sources and construction
Appendix C: Charts and tables
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how to estimate DSGE MODEL

how to estimate DSGE MODEL

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Published by Michel Kamel

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Published by: Michel Kamel on Apr 15, 2011
Copyright:Attribution Non-commercial


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