Identifying the sources of model misspecification
Atsushi Inoue, Chun-Hung Kuo, Barbara Rossi
| Year of publication: |
2020
|
|---|---|
| Authors: | Inoue, Atsushi ; Kuo, Chun-Hung ; Rossi, Barbara |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 110.2020, p. 1-18
|
| Subject: | DSGE models | Forecast error variance decomposition | Marginal likelihood | Misspecification | Modellierung | Scientific modelling | DSGE-Modell | DSGE model | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Neoklassische Synthese | Neoclassical synthesis | 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.jmoneco.2019.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012494109