DSGE Models with observation-driven time-varying volatility

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 171
Issue: C
Pages: 169-171

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This paper proposes a novel approach to introduce time-variation in the variances of the structural shocks of DSGE models. The variances are allowed to evolve over time via an observation-driven updating equation. The estimation of the resulting DSGE model can be easily performed by maximum likelihood without the need of time-consuming simulation-based methods. An empirical application to a DSGE model with time-varying volatility for structural shocks shows a significant improvement in the accuracy of density forecasts.

Technical Details

RePEc Handle
repec:eee:ecolet:v:171:y:2018:i:c:p:169-171
Journal Field
General
Author Count
2
Added to Database
2026-01-24