Monetary policy indeterminacy in the U.S.: results from a classical test
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- Gunnar BÃ¥rdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
- Fanelli, Luca, 2012.
"Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models,"
Journal of Econometrics,
Elsevier, vol. 170(1), pages 153-163.
- Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
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KeywordsGMM; Indeterminatezza; Massima Verosimiglianza; Errata specificazione; modello neo-Keynesiano per il ciclo economico; VAR; Identificazione debole GMM; Indeterminacy; Maximum Likelihood; Misspecification; new-Keynesian business cycle model; VAR; Weak identification.;
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