What do `residuals' from first-order conditions reveal about DGE models?

DOI10.1016/J.JEDC.2006.09.008MaRDI QIDQ1027393zbMATH OpenOpenAlexFDO

Authors Alok Johri, Marc-André Letendre

Publication date 1 July 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2006-01.pdf

zbMATH Keywords

dynamic general equilibrium modelsfirst-order conditionsreal business cycles

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Economic growth models (91B62)

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Cites work

• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
• Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
• Finite sample properties of test of Epstein-Zin asset pricing model
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Time to Build and Aggregate Fluctuations: Some New Evidence

Cited in

(1)

• PROCYCLICAL SOLOW RESIDUALS WITHOUT TECHNOLOGY SHOCKS

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