Przeglądaj według autora "Koloch, Grzegorz"
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Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties
Koloch, Grzegorz (2016-12)In this paper we estimate a Smets and Wouters (2007) model with shocks following a closed skew normal distribution (csn) introduced in Gonzalez-Farias et al. (2004), which nests a normal distribution as a special case. In ...