Iskrev, Nikolay What to expect when you’re calibrating: measuring the effect of calibration on the estimation of macroeconomic models. (English) Zbl 1411.91410 J. Econ. Dyn. Control 99, 54-81 (2019). MSC: 91B64 91B51 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Sims, Eric Whats news in news? A cautionary note on using a variance decomposition to assess the quantitative importance of news shocks. (English) Zbl 1401.91269 J. Econ. Dyn. Control 73, 41-60 (2016). MSC: 91B55 91B44 × Cite Format Result Cite Review PDF Full Text: DOI