Business cycles, interest rates and market volatility : estimation and forecasting using DSGE macroeconomic models under partial information
Even long before the recent financial and economic crisis of 2007/2008 economists were more than aware of the insufficiencies and a lack of realism in macroeconomic modelling and model calibration methods, including those with DSGE methods and models, and spelled the need for further enhancements. T...
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| Format: | Thesis |
| Language: | English |
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2018
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| Online Access: | https://repository.londonmet.ac.uk/1536/1/PerendijaGeorge%28Djordje%29_Thesis.pdf |