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Estimating DSGE Models with Long Memory Dynamics

https://doi.org/10.2139/ssrn.1137529
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18/18 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 18 checked references that resolve
resolves10.1111/1467-937x.00225
Aggregation, Persistence and Volatility in a Macro Model
resolves10.2139/ssrn.1984836
Nelson-Plosser Revisited: The ACF Approach
resolves10.2139/ssrn.967748
Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation?
resolves10.2202/1534-6021.1320
Heterogeneity in Price Stickiness and the Real Effects of Monetary Shocks
resolves10.2307/2527352
Long Memory and Aggregation in Macroeconomic Time Series
resolves10.1016/0304-3932(89)90003-2
Long memory and persistence in aggregate output
resolves10.1093/acprof:oso/9780199641178.001.0001
Time Series Analysis by State Space Methods
resolves10.1016/0304-4076(80)90092-5
Long memory relationships and the aggregation of dynamic models
resolves10.1111/j.1467-9892.1980.tb00297.x
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
resolves10.1515/9780691218632
Time Series Analysis
resolves10.1016/s0165-1889(03)00080-0
A method for taking models to the data
resolves10.1111/j.1468-0084.2006.00462.x
Further Evidence on the Statistical Properties of Real GNP*
resolves10.1016/0304-3932(94)90044-2
The macroeconomic effects of distortionary taxation
resolves10.2139/ssrn.1022524
Detecting Long Memory Co-Movements in Macroeconomic Time Series
resolves10.1016/j.jmoneco.2006.09.002
Vector autoregressions and reduced form representations of DSGE models
resolves10.1093/oso/9780199257294.001.0001
Time Series With Long Memory
resolves10.1016/j.jedc.2006.09.005
Methods to estimate dynamic stochastic general equilibrium models
resolves10.1016/0304-3932(92)90016-u
Modeling long-run behavior with the fractional ARIMA model
The 3 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedThe Persistence of In ?ation in OECD Countries: A Fractionally Integrated Approach
no DOI — not checkedMeasurement with Minimal Theory
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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