On the precision of Calvo parameter estimates in structural NKPC models

DOI10.1016/J.JEDC.2010.06.022zbMath1231.91377OpenAlexW2131948291MaRDI QIDQ602853

Lynda Khalaf, Jean-Marie Dufour, Maral Kichian

Publication date: 5 November 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.06.022

zbMATH Keywords

weak identificationstructural estimationindexationreal wagesticky-price Calvo model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (4)

Identification and inference in two-pass asset pricing models ⋮ Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations ⋮ A horse race of alternative monetary policy regimes under bounded rationality ⋮ Projection-based inference with particle swarm optimization

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