DSGE Models with Student-t Errors

By Siddhartha Chib, Srikanth Ramamurthy. 2014

66 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/bafbfb2cf0fb9c696347072b2094fdca9c5291be

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Pentti Saikkonen
2. Mika Meitz
3. Markku Lanne
4. Muhammad Shahbaz
5. Helmut Lütkepohl
6. Timo Teräsvirta
7. Christian Gouriéroux
8. Joann Jasiak

In Renewable Energy, Sustainability and the Environment

1. Markku Lanne
2. Mika Meitz
3. Pentti Saikkonen

Citations in the corpus

• Rare shocks, great recessions (2013, unknown): “org 1 Another difference between this paper and Chib and Ramamurthy (2014) is that Chib and Ramamurthy use a simple three-equation New Keynesian model, while we use the full Smets and Wouters (2007) model.”
• Identification and estimation of non-Gaussian structural vector autoregressions (2015, methodology): “Moreover, t-distributed shocks have also recently been implemented in DSGE models (see, e.g., Chib and Ramamurthy (2014), and Cúrdia et al. (2014)).”