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Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - In: Quantitative Economics 4 (2013) 2, pp. 197-229

Persistent link: https://www.econbiz.de/10011599639

The empirical content of games with bounded regressors

Kline, Brendan - In: Quantitative Economics 7 (2016) 1, pp. 37-81

This paper develops a strategy for identification and estimation of complete information games that does not require a … regressor that has large support or a parametric specification for the distribution of the unobservables. The identification … converge at slower than the parametric rate. An intermediate result concerns identification and estimation of the direction of …

Persistent link: https://www.econbiz.de/10011599694

Finanzdienstleistungen für Arme: Zugang scheitert an fehlenden Ausweisen

Jentzsch, Nicola - In: DIW Wochenbericht 76 (2009) 12, pp. 178-186

Ohne Geburtsurkunde kein Personalausweis, ohne Ausweis kein Zugang zu Finanzdienstleistungen - dieser Zusammenhang mag in Industrieländern als trivial erscheinen. Die gleichberechtigte Teilhabe am ökonomischen Leben scheitert hier nicht an fehlenden Ausweisdokumenten. In vielen...

Persistent link: https://www.econbiz.de/10011601971

Ein besserer Zugang zu Finanzdienstleistungen ist ein Stimulus für die gesamte Wirtschaft: Acht Fragen an Nicola Jentzsch

Wittenberg, Erich; Jentzsch, Nicola - In: DIW Wochenbericht 76 (2009) 12, pp. 179

Persistent link: https://www.econbiz.de/10011601972

The bank lending channel of monetary policy: identification and estimation using Portuguese micro bank data

Farinha, Luísa; Robalo Marques, Carlos - 2001

Portuguese micro bank data. In contrast to the conventional approach, which addresses the identification issue by resorting to …

Persistent link: https://www.econbiz.de/10011604148

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

Faust, Jon; Rogers, John H.; Swanson, Eric; Wright, … - 2002

rate. We show how this information can be used to achieve identification without having to make the usual strong assumption …

Persistent link: https://www.econbiz.de/10011604213

Identifying the monetary transmission mechanism using structural breaks

Beyer, Andreas; Farmer, Roger E. A. - 2003

identification method we are able to attribute instability in the parameters of the VAR solely to changes in the parameters of the …

Persistent link: https://www.econbiz.de/10011604321

On the indeterminacy of determinacy and indeterminacy

Beyer, Andreas; Farmer, Roger E. A. - 2003

A number of authors have attempted to test whether the U.S. economy is in a determinate or an indeterminate equilibrium. We argue that to answer this question, one must impose a priori restrictions on lag length that cannot be tested. We provide examples of two economic models. Model 1 displays...

Persistent link: https://www.econbiz.de/10011604323

Back to square one: identification issues in DSGE models

Canova, Fabio; Sala, Luca - 2006

observational equivalence, partial and weak identification problems are widespread, that they lead to biased estimates, unreliable t … identification and study how small samples interact with parameters and shock identification. We provide diagnostics and tests to … detect identification failures and apply them to a state-of-the-art model. …

Persistent link: https://www.econbiz.de/10011604629

A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models

Beyer, Andreas; Farmer, Roger E. A. - 2006

We develop a technique for analyzing the response dynamics of economic variables to structural shocks in linear rational expectations models. Our work differs fromstandard SVARs since we allow expectations of future variables to enter structural equations. We show how to estimate the...

Persistent link: https://www.econbiz.de/10011604632