A Monte Carlo procedure for checking identification in DSGE models
Vo Phuong Mai Le, David Meenagh, Patrick Minford, Michael Wickens
| Year of publication: |
March 2017
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|---|---|
| Authors: | Le, Vo Phuong Mai ; Meenagh, David ; Minford, Patrick ; Wickens, Michael R. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 76.2017, p. 202-210
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| Subject: | Identification | Indirect inference | Monte Carlo | VAR | Reduced form | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Modellierung | Scientific modelling | DSGE-Modell | DSGE model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817216