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Empirical properties of closed- and open-economy DSGE models of the Euro area
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2008 (English)In: Macroeconomic dynamics (Print), ISSN 1365-1005, E-ISSN 1469-8056, Vol. 12, 2-19 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, we compare the empirical proper-ties of closed- and open-economy DSGE models estimated on Euro area data. The comparison is made along several dimensions; we examine the models in terms of their marginal likelihoods, forecasting performance, variance decompositions, and their transmission mechanisms of monetary policy.

Place, publisher, year, edition, pages
2008. Vol. 12, 2-19 p.
Keyword [en]
open economy, closed economy, DSGE model, Bayesian inference
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-58557DOI: 10.1017/S1365100507070101ISI: 000254509500002OAI: oai:DiVA.org:su-58557DiVA: diva2:421243
Note
authorCount :4Available from: 2011-06-08 Created: 2011-06-03 Last updated: 2017-12-11Bibliographically approved

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