A Monte Carlo procedure for checking identification in DSGE models
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013. "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012.
"What causes banking crises? An empirical investigation,"
CEPR Discussion Papers
9057, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012. "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers E2012/14, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2013.
- Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski, Economic Research Department.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2016.
"The role of fiscal policy in Britain's Great Inflation,"
Economic Modelling,
Elsevier, vol. 58(C), pages 203-218.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2014. "The role of fiscal policy in Britain's Great Inflation," CEPR Discussion Papers 10240, C.E.P.R. Discussion Papers.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2014. "The role of Fiscal policy in Britain’s Great Inflation," Cardiff Economics Working Papers E2014/20, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012.
"Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments,"
CEPR Discussion Papers
9056, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers E2012/15, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
- Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016.
"Testing Macro Models by Indirect Inference: A Survey for Users,"
Open Economies Review,
Springer, vol. 27(1), pages 1-38, February.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016. "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018. "Financial stability: To Regulate or Not? A public choice inquiry," Cardiff Economics Working Papers E2018/4, Cardiff University, Cardiff Business School, Economics Section.
More about this item
Keywords
Identification; DSGE model; Monte Carlo; Indirect Inference;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2013-05-05 (All new papers)
- NEP-CMP-2013-05-05 (Computational Economics)
- NEP-DGE-2013-05-05 (Dynamic General Equilibrium)
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