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Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models
Giesen, Sebastian; Scheufele, Rolf - 2013
In this paper we analyze the small sample properties of full information and limited information estimators in a potentially misspecified DSGE model. Therefore, we conduct a simulation study based on a standard New Keynesian model including price and wage rigidities. We then study the effects of...
Persistent link: https://www.econbiz.de/10010314773
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Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models
Giesen, Sebastian; Scheufele, Rolf - 2013
In this paper we analyze the small sample properties of full information and limited information estimators in a potentially misspecified DSGE model. Therefore, we conduct a simulation study based on a standard New Keynesian model including price and wage rigidities. We then study the effects of...
Persistent link: https://www.econbiz.de/10009735826
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Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian; Scheufele, Rolf - In: Applied economics letters 23 (2016) 1/3, pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models
Giesen, Sebastian; Scheufele, Rolf - In: Journal of macroeconomics 48 (2016), pp. 1-18
Persistent link: https://www.econbiz.de/10011711024
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Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models
Giesen, Sebastian; Scheufele, R. - Institut für Wirtschaftsforschung Halle (IWH) - 2013
In this paper we analyze the small sample properties of full information and limited information estimators in a potentially misspecified DSGE model. Therefore, we conduct a simulation study based on a standard New Keynesian model including price and wage rigidities. We then study the effects of...
Persistent link: https://www.econbiz.de/10010857352