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Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - C.E.P.R. Discussion Papers - 2012
Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions … (using the Likelihood Ratio), and on the Del Negro-Schorfheide DSGE-VAR weight. We find that the power of all three tests is …
Persistent link: https://www.econbiz.de/10011084212
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Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
Le, Vo Phuong Mai; Meenagh, David; Minford, A. Patrick L.; … - Economics Section, Cardiff Business School - 2012
Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions … (using the Likelihood Ratio), and on the Del Negro–Schorfheide DSGE–VAR weight. We ?nd that the power of all three tests is …
Persistent link: https://www.econbiz.de/10010763978
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Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2012
Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions … (using the Likelihood Ratio), and on the Del Negro-Schorfheide DSGE-VAR weight. We find that the power of all three tests is …
Persistent link: https://www.econbiz.de/10009563550
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015
Using Monte Carlo experiments, we examine the performance of indirect inference tests of DSGE models in small samples …
Persistent link: https://www.econbiz.de/10010504468
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Testing macro models by indirect inference: A survey for users
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015
DSGE models in small samples. We compare these tests with ones based on direct inference (using the Likelihood Ratio, LR …
Persistent link: https://www.econbiz.de/10011533761
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - C.E.P.R. Discussion Papers - 2015
Using Monte Carlo experiments, we examine the performance of indirect inference tests of DSGE models in small samples …
Persistent link: https://www.econbiz.de/10011165662
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai; Meenagh, David; Minford, A. Patrick L.; … - Economics Section, Cardiff Business School - 2015
Using Monte Carlo experiments, we examine the performance of indirect inference tests of DSGE models in small samples …
Persistent link: https://www.econbiz.de/10011147727
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015
Using Monte Carlo experiments, we examine the performance of indirect inference tests of DSGE models in small samples …
Persistent link: https://www.econbiz.de/10010470917
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Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015
DSGE models in small samples. We compare these tests with ones based on direct inference (using the Likelihood Ratio, LR …
Persistent link: https://www.econbiz.de/10011317836
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Two orthogonal continents: Testing a two-country DSGE model of the US and the EU using indirect inference
Meenagh, David; Meenagh, David; Minford, Patrick; … - 2009
We examine a two country model of the EU and the US. Each has a small sector of the labour and product markets in which there is wage/price rigidity, but otherwise enjoys flexible wages and prices with a one quarter information lag. Using a VAR to represent the data, we find the model as a whole...
Persistent link: https://www.econbiz.de/10010288793