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Simulated residuals


  • Gourieroux Christian
  • Monfort Alain
  • Renault E
  • Trognon A


No abstract is available for this item.

Suggested Citation

  • Gourieroux Christian & Monfort Alain & Renault E & Trognon A, 1985. "Simulated residuals," CEPREMAP Working Papers (Couverture Orange) 8502, CEPREMAP.
  • Handle: RePEc:cpm:cepmap:8502

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    References listed on IDEAS

    1. Boyer, Russell S, 1978. "Optimal Foreign Exchange Market Intervention," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1045-1055, December.
    2. Aftalion, Florin & White, Lawrence J., 1978. "On the choice of immediate monetary targets," Journal of Banking & Finance, Elsevier, vol. 2(1), pages 1-13, June.
    3. William Poole, 1969. "Optimal choice of monetary policy instruments in a simple stochastic macro model," Special Studies Papers 2, Board of Governors of the Federal Reserve System (U.S.).
    4. Levy-Garboua, V. & Maarek, G., 1978. "Bank behavior and monetary policy," Journal of Banking & Finance, Elsevier, vol. 2(1), pages 15-46, June.
    5. Papademos, Lucas & Modigliani, Franco, 1983. "Inflation, financial and fiscal structure, and the monetary mechanism," European Economic Review, Elsevier, vol. 21(1-2), pages 203-250.
    6. Parkin, Michael, 1978. "A Comparison of Alternative Techniques of Monetary Control under Rational Expectations," The Manchester School of Economic & Social Studies, University of Manchester, vol. 46(3), pages 252-287, September.
    7. Don E. Roper & Stephen J. Turnovsky, 1980. "Optimal Exchange Market Intervention in a Simple Stochastic Macro Model," Canadian Journal of Economics, Canadian Economics Association, vol. 13(2), pages 296-309, May.
    8. William Poole, 1970. "Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model," The Quarterly Journal of Economics, Oxford University Press, vol. 84(2), pages 197-216.
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    Cited by:

    1. Wolff, François-Charles, 2012. "Decomposition of non-linear models using simulated residuals," Economics Letters, Elsevier, vol. 116(3), pages 346-348.
    2. Claire Lachaud-Fiume & Christine Largeron-Leténo & Lise Rochaix-Ranson, 1998. "Franchise sur les soins ambulatoires et équité sociale," Économie et Statistique, Programme National Persée, vol. 315(1), pages 51-72.
    3. Kilby, Christopher, 2000. "Supervision and performance: the case of World Bank projects," Journal of Development Economics, Elsevier, vol. 62(1), pages 233-259, June.
    4. François-Charles Wolff, 2015. "Do the Return Intentions of French Migrants Affect Their Transfer Behaviour?," Journal of Development Studies, Taylor & Francis Journals, vol. 51(10), pages 1358-1373, October.
    5. Driffield, Nigel & Jones, Chris & Crotty, Jo, 2013. "International business research and risky investments, an analysis of FDI in conflict zones," International Business Review, Elsevier, vol. 22(1), pages 140-155.
    6. Prouteau, Lionel & Wolff, Francois-Charles, 2006. "Does volunteer work pay off in the labor market?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(6), pages 992-1013, December.
    7. Teresa Aparicio & Inmaculada Villanúa, 2007. "Some selection criteria for nested binary choice models: a comparative study," Computational Statistics, Springer, vol. 22(4), pages 635-660, December.
    8. Nicolas G. Vaillant & Francois-Charles Wolff, 2011. "Understanding how experts rate cigars," Post-Print hal-00732116, HAL.
    9. Pilar García‐Gómez & Erik Schokkaert & Tom Van Ourti & Teresa Bago d'Uva, 2015. "Inequity in the Face of Death," Health Economics, John Wiley & Sons, Ltd., vol. 24(10), pages 1348-1367, October.
    10. Luc Arrondel, 2013. "Are “daddy’s boys” just as rich as daddy? The transmission of values between generations," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(4), pages 439-471, December.
    11. Luc Arrondel & François-Charles Wolff, 1998. "La nature des transferts inter vivos en France : investissements humains, aides financières et transmission du patrimoine," Économie et Prévision, Programme National Persée, vol. 135(4), pages 1-27.
    12. Arrondel, Luc & Calvo-Pardo, Hector, 2014. "Endogenous non-tradable earnings and households’ demand for risky assets," Discussion Paper Series In Economics And Econometrics 1414, Economics Division, School of Social Sciences, University of Southampton.
    13. M. T. Aparicio & I. Villanúa, 2012. "Selection criteria for overlapping binary Models," Documentos de Trabajo dt2012-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    14. Michael Grimm, 2001. "Macro-economic adjustment socio-demographic change, and the evolution of income distribution in Côte d'Ivoire. A decomposition by microsimulation," Working Papers DT/2001/12, DIAL (Développement, Institutions et Mondialisation).
    15. Lionel Prouteau & François-Charles Wolff, 2013. "Adhésions et dons aux associations : permanences et évolutions de 2002 à 2010," Économie et Statistique, Programme National Persée, vol. 459(1), pages 27-57.
    16. Engers, Maxim & Hartmann, Monica & Stern, Steven, 2009. "Are lemons really hot potatoes?," International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 250-263, March.

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