On the precision of Calvo parameter estimates in structural NKPC models (Q602853)

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English	On the precision of Calvo parameter estimates in structural NKPC models	scientific article

Statements

scholarly article

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On the precision of Calvo parameter estimates in structural NKPC models (English)

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Jean-Marie Dufour

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Journal of Economic Dynamics \& Control

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publication date

5 November 2010

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zbMATH Keywords

sticky-price Calvo model

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structural estimation

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weak identification

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indexation

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real wage

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jedc.2010.06.022

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

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Finite sample multivariate tests of asset pricing models with coskewness

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Identification-robust simulation-based inference in joint discrete/continuous models for energy markets

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A new method of projection-based inference in GMM with weakly identified nuisance parameters

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On the statistical identification of DSGE models

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Instrument endogeneity and identification-robust tests: some analytical results

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Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

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Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis

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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

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Further results on projection-based inference in IV regressions with weak, collinear or missing instruments

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Inflation Persistence

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Monetary Policy and Exchange Rate Volatility in a Small Open Economy

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Estimates of Location Based on Rank Tests

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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks

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Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks

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The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations

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Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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Testing Parameters in GMM Without Assuming that They Are Identified

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GMM estimation of the new Phillips curve.

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Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve

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Instrumental Variables Regression with Weak Instruments

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Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JEDC.2010.06.022

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Sitelinks

Mathematics(1 entry)

mardi Publication:602853

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