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Can a data-rich environment help identify the sources of model misspecification?

Monti, Francesca - 2015

Persistent link: https://www.econbiz.de/10011312175

Can a data-rich environment help identify the sources of model misspecification?

Monti, Francesca - 2015

Persistent link: https://www.econbiz.de/10012171558

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015

Persistent link: https://www.econbiz.de/10011589629

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012494109

Identification versus misspecification in New Keynesian monetary policy models

Adolfson, Malin; Laséen, Stefan; Lindé, Jesper; … - In: European economic review : EER 113 (2019), pp. 225-246

Persistent link: https://www.econbiz.de/10012238032

Exploring the sources of Spanish macroeconomic fluctuations : an estimation of a small open economy DSGE model

Martín-Moreno, José María; Pérez, Rafaela; Ruíz, Jesús - In: International review of economics & finance : IREF 45 (2016), pp. 417-437

Persistent link: https://www.econbiz.de/10011626495

The misspecification of expectations in New Keynesian models : a DSGE-VAR approach

Cole, Stephen J.; Milani, Fabio - 2016

to assess the extent, as well as the main sources, of misspecification in the model. The paper's results illustrate the … results overall point to misspecification in the expectations formation side of the DSGE model, more than in the structural …

Persistent link: https://www.econbiz.de/10011541080

The misspecification of expectations in New Keynesian models : a DSGE-VAR approach

Cole, Stephen J.; Milani, Fabio - In: Macroeconomic dynamics 23 (2019) 3, pp. 974-1007

Persistent link: https://www.econbiz.de/10012126660

A comprehensive evaluation of macroeconomic forecasting methods

Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239

Persistent link: https://www.econbiz.de/10012305256

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010416759