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We propose an estimation strategy based on mixed\u2010frequency data to alleviate these shortcomings. The virtues of our approach are explored for two monetary policy models. Copyright \u00a9 2014 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.2396","type":"journal-article","created":{"date-parts":[[2014,5,15]],"date-time":"2014-05-15T03:22:58Z","timestamp":1400124178000},"page":"1118-1144","source":"Crossref","is-referenced-by-count":30,"title":["MIXED\u2010FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS"],"prefix":"10.1002","volume":"29","author":[{"given":"Claudia","family":"Foroni","sequence":"first","affiliation":[{"name":"Research Department Norges Bank, Oslo Norway"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Massimiliano","family":"Marcellino","sequence":"additional","affiliation":[{"name":"Bocconi University and IGIER Milan Italy"},{"name":"CEPR London UK"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2014,5,14]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"crossref","unstructured":"AndersonB ChenW DeistlerM FelsensteinE FunovitsB ZamaniM.2013.Regular and singular multivariate autoregressive models and mixed frequency data: identifiability consistent estimation and kalman filtering. 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