Testing a DSGE model of the EU using indirect inference

DOI10.1007/S11079-009-9107-YzbMATH Open1176.91126OpenAlexW2032373706MaRDI QIDQ1037552FDOQ1037552

Authors: David Meenagh, Patrick Minford, Michael Wickens 

Publication date: 16 November 2009

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://carbsecon.com/wp/E2008_11.pdf

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zbMATH Keywords

bootstrapindirect inferenceDSGE modelWald statisticVAR modelmodel of EU

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Title not available (Why is that?)
• Methods for applied macroeconomic research.
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve

Cited In (10)

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• Is there consumer risk-pooling in the open economy? The evidence reconsidered
• On the use of area-wide models in the euro-zone
• A North-South trade model of offshoring and unemployment
• Testing a model of the UK by the method of indirect inference
• Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
• Comparing different data descriptors in indirect inference tests on DSGE models
• Testing DSGE models by indirect inference: a survey of recent findings
• What causes banking crises? An empirical investigation for the world economy
• Testing macro models by indirect inference: a survey for users

Uses Software

• Dynare

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