Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

DOI10.1111/1467-937X.00052MaRDI QIDQ4219771zbMATH OpenFDO

Authors Francis X. Diebold, Jeremy Berkowitz, Lee E. Ohanian

Publication date 10 November 1998

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-937X.00052

zbMATH Keywords

bootstrap algorithmsdynamic equilibrium models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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• Structural shocks and the comovements between output and interest rates
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• SPECTRAL FINANCIAL ECONOMETRICS
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• Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
• Testing a model of the UK by the method of indirect inference
• Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
• What do `residuals' from first-order conditions reveal about DGE models?
• Disequilibrium econometrics: 25 years later*
• Generalized spectral estimation of the consumption-based asset pricing model
• GMM and misspecification correction for misspecified models with diverging number of parameters
• Testing for structural change in regression with long memory processes

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