Structural Estimation and Evaluation of Calvo-Style Inflation Models
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- Kapetanios, George & Marcellino, Massimiliano, 2010.
"Factor-GMM estimation with large sets of possibly weak instruments,"
Computational Statistics & Data Analysis,
Elsevier, vol. 54(11), pages 2655-2675, November.
- George Kapetanios & Massimiliano Marcellino, 2006. "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," Working Papers 577, Queen Mary University of London, School of Economics and Finance.
- Kapetanios, George & Marcellino, Massimiliano, 2010. "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," CEPR Discussion Papers 7726, C.E.P.R. Discussion Papers.
More about this item
KeywordsCalvo inflation models; structural estimation; identification-robust methods;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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