Testing part of a DSGE model by Indirect Inference
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- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.
References listed on IDEAS
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- 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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As found by EconAcademics.org, the blog aggregator for Economics research:- Testing part of a DSGE model by Indirect Inference
by Christian Zimmermann in NEP-DGE blog on 2016-12-21 22:16:52
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- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2022. "Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered," Open Economies Review, Springer, vol. 33(1), pages 109-120, February.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
"Testing DSGE Models by Indirect Inference: a Survey of Recent Findings,"
Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021.
"The eurozone: what is to be done?,"
Cardiff Economics Working Papers
E2021/11, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael R. & Zhu, Zheyi, 2021. "The eurozone: what is to be done?," CEPR Discussion Papers 16313, C.E.P.R. Discussion Papers.
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More about this item
Keywords
indirect inference; limited information; Monte Carlo; Power; sub sectors of models; test size; testing DSGE models equations;All these keywords.
JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2017-02-19 (Dynamic General Equilibrium)
- NEP-ECM-2017-02-19 (Econometrics)
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