Warehouse / Authors / Stephen D. Morris

Stephen D. Morris

Papers by Stephen D. Morris tracked in the Macro Paper Warehouse.

2 papers tracked 0 forthcoming 2 classics

Showing 2 papers

Published Classic Journal of Economic Dynamics and Control Published Jan 2017

This 2017 Journal of Economic Dynamics & Control paper by Stephen D. Morris is a methodological contribution explaining why maximum-likelihood or Bayesian estimates of DSGE structural parameters often …

Dsge Models

Published Classic Economics Letters Published Jan 2016

VARMA representation of DSGE models

Stephen D. Morris

This 2016 Economics Letters paper by Stephen D. Morris asks how concise the VARMA (vector autoregressive moving-average) representation of a DSGE model can be made, and whether the model's structural …

Dsge Models Structural Var