Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data
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- Corradi, Valentina & Swanson, Norman R., 2007. "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
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More about this item
Keywords
Real Business Cycles; Output; empirical Distribution; Simulated Models; Model Selection;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2003-12-07 (Computational Economics)
- NEP-DGE-2003-12-07 (Dynamic General Equilibrium)
- NEP-ECM-2003-12-07 (Econometrics)
- NEP-RMG-2003-12-07 (Risk Management)
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