Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference

DOI10.1007/S11079-009-9141-9zbMath1203.91227OpenAlexW2095905467MaRDI QIDQ967261

Michael Wickens, Patrick Minford, Vo Phuong Mai Le, David Meenagh

Publication date: 28 April 2010

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://carbsecon.com/wp/E2009_3.pdf

zbMATH Keywords

bootstrapVARWald statisticindirect inferenceDSGENew KeynesianNew classicalopen economy model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

What causes banking crises? An empirical investigation for the world economy ⋮ Testing macro models by indirect inference: a survey for users ⋮ Multiplicity in New Keynesian models ⋮ North and south: a regional model of the UK

Cites Work

• Testing a DSGE model of the EU using indirect inference
• The Efficient Estimation of Econometric Models with Rational Expectations
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
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