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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
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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
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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
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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
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Forecasting the Icelandic business cycle using vector autoregressive models
Eklund, Bruno (contributor) - 2007
Persistent link: https://www.econbiz.de/10003530169
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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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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
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Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H. - In: Journal of forecasting 23 (2004) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
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Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H. - In: International journal of forecasting 20 (2004) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
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Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10012817747