On the precision of Calvo parameter estimates in structural NKPC models
From MaRDI portal
Publication:602853
DOI10.1016/j.jedc.2010.06.022zbMath1231.91377OpenAlexW2131948291MaRDI QIDQ602853
Lynda Khalaf, Jean-Marie Dufour, Maral Kichian
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.06.022
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (4)
Identification and inference in two-pass asset pricing models ⋮ Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations ⋮ A horse race of alternative monetary policy regimes under bounded rationality ⋮ Projection-based inference with particle swarm optimization
Cites Work
- Unnamed Item
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- 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
- A new method of projection-based inference in GMM with weakly identified nuisance parameters
- Instrument endogeneity and identification-robust tests: some analytical results
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Finite sample multivariate tests of asset pricing models with coskewness
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
- GMM estimation of the new Phillips curve.
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Instrumental Variables Regression with Weak Instruments
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
- Inflation Persistence
- Testing Parameters in GMM Without Assuming that They Are Identified
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Estimates of Location Based on Rank Tests
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
This page was built for publication: On the precision of Calvo parameter estimates in structural NKPC models