Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5087398 | Journal of Asian Economics | 2012 | 10 Pages |
Abstract
⺠We find that structural parameters are stable across the Korean financial crisis. ⺠The estimated DSGE model outperforms simple time series models in forecasting. ⺠The model successfully matches the second moments of key macroeconomic variables.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jiho Lee,