What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models

DOI10.1016/j.jedc.2018.12.002zbMath1411.91410OpenAlexW2904126612WikidataQ128766765 ScholiaQ128766765MaRDI QIDQ1734604

Nikolay Iskrev

Publication date: 27 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.12.002

zbMATH Keywords

identificationestimationcalibrationinformation contentDSGE models

Mathematics Subject Classification ID

Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• What's News in Business Cycles
• Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
• Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
• An Asymtotic Theory of Bayesian Inference for Time Series
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