A method for taking models to the data

From MaRDI portal
Publication:951526


DOI10.1016/S0165-1889(03)00080-0zbMath1179.91134MaRDI QIDQ951526

Peter N. Ireland

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)


62P20: Applications of statistics to economics

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B51: Dynamic stochastic general equilibrium theory


Related Items

Bayesian Analysis of DSGE Models, OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS, Making a match: combining theory and evidence in policy-oriented macroeconomic modeling, Econometric analysis of linearized singular dynamic stochastic general equilibrium models, Data revisions and DSGE models, Real rigidities, productivity improvements and investment dynamics, Unemployment insurance in a sticky-price model with worker moral hazard, On the application and use of DSGE models, Taking DSGE models to the policy environment by Alvarez-Lois, Harrison, Piscitelli and Scott, Optimal interest rate stabilization in a basic sticky-price model, Analysing DSGE models with global sensitivity analysis, Durable goods and the forward-looking theory of consumption: estimates implied by the dynamic effects of money, Technology shocks and aggregate fluctuations in an estimated hybrid RBC model, VAR-based estimation of Euler equations with an application to New Keynesian pricing, Electoral uncertainty, fiscal policy and macroeconomic fluctuations, Methods to estimate dynamic stochastic general equilibrium models, Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models, DSGE pileups, A method for agent-based models validation, By force of demand: explaining cyclical fluctuations of international trade and government spending, Multipliers of unexpected increases in defense spending: an empirical investigation, Tractable likelihood-based estimation of nonlinear DSGE models, Maximum likelihood estimation of singular systems of equations, On the informational role of term structure in the US monetary policy rule, Understanding the effect of technology shocks in SVARs with long-run restrictions, Labor and investment frictions in a real business cycle model, Econometric analysis of structural systems with permanent and transitory shocks, INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES



Cites Work