Does inattentiveness matter for DSGE modelling? an empirical investigation

Keyphrases

• Dynamic Stochastic General Equilibrium 100%
• Imperfect Information 100%
• General Equilibrium Modeling 100%
• Information Data 100%
• Data Revisions 100%
• Sticky Information 100%
• Inattentiveness 100%
• Survey Data 50%
• Bayesian Estimation 50%
• Time-varying Data 50%
• Quarterly Data 50%
• Estimation Approaches 50%
• Rational Expectations 50%
• Full Information 50%
• Empirical Performance 50%
• New Keynesian Dynamic Stochastic General Equilibrium Model 50%
• Delayed Response 50%

Economics, Econometrics and Finance

• Bayesian 100%
• Dynamic Stochastic General Equilibrium 100%
• DSGE Model 100%
• Rational Expectation 100%
• General Equilibrium Modeling 100%