On the precision of Calvo parameter estimates in structural NKPC models
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Publication:602853
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Cites work
- A new method of projection-based inference in GMM with weakly identified nuisance parameters
- Estimates of Location Based on Rank Tests
- Finite sample multivariate tests of asset pricing models with coskewness
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- GMM estimation of the new Phillips curve.
- scientific article; zbMATH DE number 3938216 (Why is no real title available?)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Inflation Persistence
- Instrument endogeneity and identification-robust tests: some analytical results
- Instrumental Variables Regression with Weak Instruments
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- On the statistical identification of DSGE models
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
- Testing Parameters in GMM Without Assuming that They Are Identified
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
Cited in
(7)- Identification and inference in two-pass asset pricing models
- Is Rotemberg pricing justified by macro data?
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Projection-based inference with particle swarm optimization
- A horse race of alternative monetary policy regimes under bounded rationality
- Trend inflation and weak identification in the New Keynesian Phillips curve
- Monetary policy surprises: robust dynamic causal effects
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