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Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518

Persistent link: https://www.econbiz.de/10009686765

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015

Persistent link: https://www.econbiz.de/10011589629

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015

Persistent link: https://www.econbiz.de/10011442250

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009

Persistent link: https://www.econbiz.de/10003889713

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009

Persistent link: https://www.econbiz.de/10009559445

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009

Persistent link: https://www.econbiz.de/10009304454

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003730903

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2007

Persistent link: https://www.econbiz.de/10003454912

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012494109

Impulse response matching estimators for DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...

Persistent link: https://www.econbiz.de/10011418016