Comparing different data descriptors in indirect inference tests on DSGE models

DOI10.1016/j.econlet.2016.06.016zbMath1396.91417OpenAlexW2437178432MaRDI QIDQ1670188

Patrick Minford, Michael Wickens, Yongdeng Xu

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/92553/1/Power-of-alternative-IItestsC9.pdf

zbMATH Keywords

indirect inferenceauxiliary modelsDGSE modelsimulated moments method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)

Related Items (3)

A Monte Carlo procedure for checking identification in DSGE models ⋮ Financial frictions, the great trade collapse and international trade over the business cycle ⋮ Testing DSGE models by indirect inference: a survey of recent findings

Cites Work

• Unnamed Item
• Impulse response matching estimators for DSGE models
• Testing macro models by indirect inference: a survey for users
• The Efficient Estimation of Econometric Models with Rational Expectations

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