Solving and estimating linearized DSGE models with VARMA shock processes and filtered dataAlexander Meyer-Gohde, Daniel NeuhoffApr 1, 2015Cite Code DOIDSGE VARMA Filter Bayesian EstimationAlexander Meyer-GohdeProfessor of Financial Markets and MacroeconomicsMy research interests include macroeconomics, macro-finance, econometrics, and numerical methods