Model uncertainty and policy evaluation: some theory and empirics

DOI10.1016/j.jeconom.2005.11.009zbMath1420.91319MaRDI QIDQ278278

William A. Brock, Kenneth D. West, Steven N. Durlauf

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w10916.pdf

zbMATH Keywords

model uncertainty; Taylor rule; policy evaluation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F15: Bayesian inference

91B64: Macroeconomic theory (monetary models, models of taxation)

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