Some problems in the testing of DSGE models
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009.
"Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference,"
Cardiff Economics Working Papers
E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.
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More about this item
KeywordsBoostrap; US-EU model; DSGE; VAR; indirect inference; Wald statistic; anomaly; puzzle;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-16 (All new papers)
- NEP-DGE-2010-01-16 (Dynamic General Equilibrium)
- NEP-ECM-2010-01-16 (Econometrics)
- NEP-ETS-2010-01-16 (Econometric Time Series)
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