Frequentist evaluation of small DSGE models
Year of publication: |
2015
|
---|---|
Authors: | Bårdsen, Gunnar ; Fanelli, Luca |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 307-322
|
Subject: | LR test | Maximum likelihood | New-Keynesian model | VAR | VAR-Modell | VAR model | Neoklassische Synthese | Neoclassical synthesis | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Geldpolitik | Monetary policy |
-
Identification versus misspecification in new keynesian monetary policy models
Lindé, Jesper, (2019)
-
Identification versus misspecification in New Keynesian monetary policy models
Adolfson, Malin, (2019)
-
Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
Le, Vo Phuong Mai, (2012)
- More ...
-
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca, (2007)
-
Fanelli, Luca, (2002)
-
Estimating multi-equational LQAC models with I(1) variables : a VAR approach
Fanelli, Luca, (1997)
- More ...