Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Sebastian Giesen and Rolf Scheufele
| Year of publication: |
Februar 2016
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|---|---|
| Authors: | Giesen, Sebastian ; Scheufele, Rolf |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 1/3, p. 162-166
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| Subject: | Impulse response analysis | FIML | GMM | misspecification | Monte Carlo | DSGE | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | Modellierung | Scientific modelling | Schock | Shock | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1061636 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011414505