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Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes

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soerisky

Volatility Shocks in Markets and Policies: What Matters for a Small Open Economy like Canada?

by Jamie Cross, Timothy Kam, and Aubrey Poon

Final version for Economic Modelling
Includes detailed Online Appendix (see main.pdf file)
Source codes and data: https://data.mendeley.com/datasets/6zp6xs7sdm/1