A Monte Carlo procedure for checking identification in DSGE models
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Publication:1655634
DOI10.1016/j.jedc.2017.01.009zbMath1401.91554OpenAlexW2103153883MaRDI QIDQ1655634
Vo Phuong Mai Le, David Meenagh, Patrick Minford, Michael Wickens
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/98106/1/IdentificationSHORTCFinal5.pdf
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Supply-side policy and economic growth: a case study of the UK ⋮ Testing DSGE models by indirect inference: a survey of recent findings
Cites Work
- Comparing different data descriptors in indirect inference tests on DSGE models
- Testing macro models by indirect inference: a survey for users
- Dynamic Identification of Dynamic Stochastic General Equilibrium Models
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
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