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12-025/4 - Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging


  • Authors
    Rodney Strachan, Australian National University; Herman K. van Dijk, Erasmus University Rotterdam, and VU University Amsterdam.
  • Publication date
    March 20, 2012
  • Keywords
    Posterior probability; Dynamic stochastic general equilibrium model; Cointegration; Model averaging; Stochastic trend; Impulse response; Vector autoregressive model
  • JEL
    C11, C32, C52