A master thesis from Aalborg University

Empirisk analyse af en nk DSGE-model bestående af 16 ligninger ved brug af CVAR-metoden: Taking a medium sized DSGE-model to the data

[Empirical analysis of a DSGE-model consisting of 16 equations by using the CVAR-method: Abstract Criticism has been raised against dynamic stochastic equilibrium models (DSGE). One critique of the DSGE-models is that they fail to present an adequate representation of the financial sectors interaction with the rest of the economy. Furthermore, critics state that the DSGE-models are built on implicit and explicit assumptions that are not supported in by the data It is concluded that the CVAR approach is a powerful and more empirically founded tool that enables taking the economic models to the data that includes calculations and hypothesis testing but does not include fixed prior distributions. and to a greater extent is more empirically founded.]

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