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18-030/III - DSGE Models with Observation-Driven Time-Varying parameters

  • Authors
    Giovanni Angelini, University of Bologna, Italy; Paolo Gorgi, VU Amsterdam, The Netherlands
  • Publication date
    March 30, 2018
  • Keywords
    DSGE models, score-driven models, time-varying parameters
  • JEL
    C32, C5
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