Consistent high-frequency calibration

DOI10.1016/J.JEDC.2003.10.005zbMATH Open1202.91216OpenAlexW3022777309MaRDI QIDQ953716FDOQ953716

Authors: David Aadland, Kevin X. D. Huang 

Publication date: 6 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2003.10.005

Recommendations

• Some observations on the high-frequency versions of a standard New-Keynesian model
• Calibration as estimation
• scientific article; zbMATH DE number 1943905
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models
• Econometric modeling at mixed frequencies

zbMATH Keywords

consistencycalibrationtemporal aggregationhigh frequencytransformation rule

Mathematics Subject Classification ID

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

Cites Work

• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Note on the Correlation of First Differences of Averages in a Random Chain
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
• Optimal Growth with Intertemporally Dependent Preferences
• Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

Cited In (2)

• A sunspot paradox
• Indeterminacy and period length under balanced budget rules

This page was built for publication: Consistent high-frequency calibration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953716)