Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
From MaRDI portal
Publication:4846709
DOI10.2307/2527207zbMATH Open0831.90026OpenAlexW2122416134WikidataQ60147655 ScholiaQ60147655MaRDI QIDQ4846709FDOQ4846709
Authors: Fabio Canova
Publication date: 4 September 1995
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/13ae0e3d815b2a55d9078567d60c97519d18ba24
Recommendations
- scientific article; zbMATH DE number 1943905
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Analysing DSGE models with global sensitivity analysis
- Sensitivity analysis in continuous time econometric models
- Calibration as estimation
Cited In (22)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Sensitivity Analysis for the General Spatial Economic Equilibrium Problem
- Sensitivity analysis for applied general equilibrium models in the presence of multiple Walrasian equilibria
- Second-order sensitivity in applied general equilibrium
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Trade in capital goods and investment-specific technical change.
- On the role of simulation in the statistical evaluation of econometric models
- Equilibrium heterogeneous-agent models as measurement tools: some Monte Carlo evidence
- Propagation of data error and parametric sensitivity in computable general equilibrium models
- An evaluation of the performance of an applied general equilibrium model of the Spanish economy
- Sensitivity analysis in continuous time econometric models
- A Bayesian approach to dynamic macroeconomics
- Analysing DSGE models with global sensitivity analysis
- Title not available (Why is that?)
- Short communication: Sensitivity analysis of an integrated climate-economic model
- Computational economics and economic theory: Substitutes or complements?
- Decomposing simulation results with respect to exogenous shocks
- Cointegration and speed of convergence to equilibrium
- Sensitivities in models with backward dynamics
- Title not available (Why is that?)
- Measuring what's missing: practical estimates of coverage for stochastic simulations
- Testing macro models by indirect inference: a survey for users
This page was built for publication: Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4846709)