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2024-03-28T17:03:23+00:00
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Estimating DSGE-Model-Consistent Trends for Use in Forecasting
https://www.bankofcanada.ca/2009/12/working-paper-2009-35/
The workhorse DSGE model used for monetary policy evaluation is designed to capture business cycle fluctuations in an optimization-based format. It is commonplace to log-linearize models and express them with variables in deviation-from-steady-state format.
2009-12-15T14:59:43+00:00
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Estimating DSGE-Model-Consistent Trends for Use in Forecasting
2009-12-15
Business fluctuations and cycles
Econometric and statistical methods
Working Paper 2009-35
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-35.pdf
Estimating DSGE-Model-Consistent Trends for Use in Forecasting
Jean-Philippe Cayen
Marc-André Gosselin
Sharon Kozicki
December 2009
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