We use the method of indirect inference to test a full open economy model of the UK that has been in forecasting use …

We use the method of indirect inference, using the bootstrap, to test the Smets and Wouters model of the EU against a …

This paper presents the asymptotic and finite sample properties of the efficient method of moments and indirect … inference, when applied to estimating stationary ARMA models. Issues such as identification, model selection, and testing are …

this problem, we estimate and test a flexible-price DSGE model with non-stationary hours using Indirect Inference on …

) model and estimate the structural parameters using Generalized Indirect Inference. This paper focuses on the estimation of …

finite sample properties of the Simulated Methods of Moments estimator of Duffie and Singleton (1993), the Indirect Inference …

Simulation estimators, such as indirect inference or simulated maximum likelihood, are successfully employed for …

the indirect inference principle. An unrestricted VAR is considered as the auxiliary model. On the one hand, the …