Testing DSGE models by indirect inference: a survey of recent findings
From MaRDI portal
Publication:2002449
DOI10.1007/s11079-019-09526-wzbMath1418.91293OpenAlexW2902426615MaRDI QIDQ2002449
David Meenagh, Patrick Minford, Michael Wickens, Yongdeng Xu
Publication date: 12 July 2019
Published in: Open Economies Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11079-019-09526-w
Related Items (8)
Supply-side policy and economic growth: a case study of the UK ⋮ Global shocks in the US economy: effects on output and the real exchange rate ⋮ The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray ⋮ Identification-Robust Inference With Simulation-Based Pseudo-Matching ⋮ Inequality and economic growth in the UK ⋮ Computable general equilibrium models of trade in the modern trade policy debate ⋮ Multiplicity in New Keynesian models ⋮ North and south: a regional model of the UK
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Impulse response matching estimators for DSGE models
- Information criteria for impulse response function matching estimation of DSGE models
- A Monte Carlo procedure for checking identification in DSGE models
- Comparing different data descriptors in indirect inference tests on DSGE models
- Solving linear rational expectations models
- How useful are DSGE macroeconomic models for forecasting?
- Testing macro models by indirect inference: a survey for users
- Dynamic Identification of Dynamic Stochastic General Equilibrium Models
- The Solution of Linear Difference Models under Rational Expectations
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
This page was built for publication: Testing DSGE models by indirect inference: a survey of recent findings
