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Testing a DSGE model of the EU using indirect inference

Meenagh, David (contributor); Minford, Patrick (contributor) - 2008

We use the method of indirect inference, using the bootstrap, to test the Smets and Wouters model of the EU against a VAR auxiliary equation describing their data. We find that their model generates excessive variance compared with the data. But their model fits the dynamic facts quite well if...

Persistent link: https://www.econbiz.de/10003739572

Testing a DSGE model of the EU using indirekt inference

Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2008

Persistent link: https://www.econbiz.de/10003774025

Testing a DSGE model of the EU using indirect inference

Meenagh, David; Minford, Patrick; Wickens, Michael R. - In: Open economies review 20 (2009) 4, pp. 435-471

Persistent link: https://www.econbiz.de/10003882394

Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States

Jentsch, Carsten; Lunsford, Kurt G. - 2016

Persistent link: https://www.econbiz.de/10011549676

Evidence of speculation in world oil prices

Roberts, Dale; Ryan, Laura - In: Australian journal of management 40 (2015) 4, pp. 630-651

Persistent link: https://www.econbiz.de/10011479057

Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States

Jentsch, Carsten; Lunsford, Kurt G. - 2016

Proxy structural vector autoregressions (SVARs)identify structural shocks in vector autoregressions (VARs) with external proxy variables that are correlated with the structural shocks of interest but uncorrelated with other structural shocks. We provide asymptotic theory for proxy SVARs when the...

Persistent link: https://www.econbiz.de/10011570152