Article ID Journal Published Year Pages File Type
5087398 Journal of Asian Economics 2012 10 Pages PDF
Abstract
► We find that structural parameters are stable across the Korean financial crisis. ► The estimated DSGE model outperforms simple time series models in forecasting. ► 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
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