Informing DSGE Models Through Dynamic Factor Models

B-Tier
Journal: Journal of Applied Econometrics
Year: 2025
Volume: 40
Issue: 5
Pages: 487-507

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Structural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models. We assess the usefulness of SDFM for DSGE analysis by means of simulations. Using a standard DSGE model as the data generating process, we show that the factor model always provides accurate estimates of the impulse response functions. As an application, we reassess the literature studying the response of hours to technology shock. An additional application studies the effects of monetary policy.

Technical Details

RePEc Handle
repec:wly:japmet:v:40:y:2025:i:5:p:487-507
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-25