Confronting model misspecification in macroeconomics

DOI10.1016/j.jeconom.2012.06.013zbMath1443.62512OpenAlexW3126145247MaRDI QIDQ528093

Tao Zha, Daniel F. Waggoner

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w17791.pdf

zbMATH Keywords

parameter uncertaintymodel uncertaintypolicy analysisimpulse responsesheterogenous modelsMarkov-switching mixtureregime-dependent weights

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Dynamic stochastic general equilibrium theory (91B51)

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Uses Software

• Gensys

Cites Work

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