Making a match: combining theory and evidence in policy-oriented macroeconomic modeling

DOI10.1016/J.JECONOM.2005.11.007zbMath1418.62481OpenAlexW2005995338MaRDI QIDQ278274

F. Blanchet-Sadri, M. Dambrine

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.11.007

zbMATH Keywords

model evaluationpolicy oriented economic modelingVAR models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (6)

Vector autoregressive moving average identification for macroeconomic modeling: a new methodology ⋮ Short and long run causality measures: theory and inference ⋮ The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation ⋮ Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification ⋮ A check for finite order VAR representations of DSGE models ⋮ Inference for impulse response coefficients from multivariate fractionally integrated processes

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• Evaluation of likelihood functions for Gaussian signals

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