What do `residuals' from first-order conditions reveal about DGE models?

DOI10.1016/j.jedc.2006.09.008zbMath1163.91480OpenAlexW2110893658MaRDI QIDQ1027393

Alok Johri, Marc-André Letendre

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2006-01.pdf

zbMATH Keywords

real business cyclesfirst-order conditionsdynamic general equilibrium models

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Economic growth models (91B62)

Related Items (1)

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Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Finite sample properties of test of Epstein-Zin asset pricing model
• Time to Build and Aggregate Fluctuations: Some New Evidence
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
• An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
• Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

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