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