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Computational Experiments and Reality

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Author Info
John Geweke () (University of Minnesota)

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Abstract

A common practice in macroeconomics is to assess the validity of general equilibrium models by first deriving their implications for population moments and then comparing population moments with observed sample moments. Generally the population moments are not explicit functions of model parameters, and so computational experiments are used to establish the link between parameters and moments. In most cases the general equilibrium models are intended to describe certain population moments (for example, means) but not others (for example, variances). The comparison of population moments with observed sample moments is informal, a process that has been termed calibration by some economists and ocular econometrics by others. This paper provides a formal probability framework within which this approach to inference can be studied. There are two principle results. First, if general equilibrium models are taken as predictive for sample moments, then the formal econometrics of model evaluation and comparison are straightforward. The fact that the models describe only a subset of moments presents no obstacles, and the formal econometrics yield as a byproduct substantial insights into the workings of models. Second, if general equilibrium models are taken to establish implications for population moments but not sample moments, then there is no link to reality because population moments are unobserved. Under this assumption, atheoretical macroeconomic models that link population and sample moments can be introduced coherently into the formal econometrics of model evaluation and comparison. The result is a framework that unifies general equilibrium models (theory without measurement) and atheoretical econometrics (measurement without theory). The paper illustrates these using some models of the equity premium.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1999 with number 401.

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Date of creation: 19 Mar 1999
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Handle: RePEc:sce:scecf9:401

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  2. Canova, Fabio, 2002. "Validating Monetary DSGE Models through VARs," CEPR Discussion Papers 3442, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. Jaromir Benes & David Vávra & Marta de Castello Branco, 2007. "A Simple DGE Model for Inflation Targeting," IMF Working Papers 07/197, International Monetary Fund. [Downloadable!]
  4. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670. [Downloadable!]
  5. Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank, Research Department. [Downloadable!]
  6. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. Fabio Canova & Gianni De Nicoló, 2003. "The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries," IMF Staff Papers, Palgrave Macmillan Journals, vol. 50(2), pages 4. [Downloadable!] (restricted)
  8. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  9. James M. Nason & John H. Rogers, 2003. "The present-value model of the current account has been rejected: round up the usual suspects," International Finance Discussion Papers 760, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  10. John Landon-Lane & Filippo Occhino, 2004. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers 200415, Rutgers University, Department of Economics. [Downloadable!]
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  11. Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June. [Downloadable!]
  12. Ippei Fujiwara, 2004. "Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero," Econometric Society 2004 Far Eastern Meetings 620, Econometric Society. [Downloadable!]
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  13. Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, EconWPA. [Downloadable!]
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  14. Jaromír Beneš & David Vávra, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 549, European Central Bank. [Downloadable!]
  15. Niels Arne Dam & Jesper Gregers Linaa, 2005. "What Drives Business Cycles in a Small Open Economy with a Fixed Exchange Rate?," EPRU Working Paper Series 05-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
  16. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. repec:att:wimass:192053 is not listed on IDEAS
  18. John Landon-Lane & Filippo Occhino, 2005. "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers 200505, Rutgers University, Department of Economics. [Downloadable!]
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