Testing a DSGE model of the EU using indirect inference

DOI10.1007/S11079-009-9107-YMaRDI QIDQ1037552zbMATH OpenOpenAlexFDO

Authors David Meenagh, Patrick Minford, Michael Wickens

Publication date 16 November 2009

Published in Open Economies Review (Search for Journal in Brave)

Full work available at URL http://carbsecon.com/wp/E2008_11.pdf

zbMATH Keywords

bootstrapindirect inferenceDSGE modelWald statisticVAR modelmodel of EU

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites work

• scientific article; zbMATH DE number 857931 (Why is no real title available?)
• Methods for applied macroeconomic research.
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve

Cited in

(10)

• Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference
• Is there consumer risk-pooling in the open economy? The evidence reconsidered
• On the use of area-wide models in the euro-zone
• A North-South trade model of offshoring and unemployment
• Testing a model of the UK by the method of indirect inference
• Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
• Comparing different data descriptors in indirect inference tests on DSGE models
• Testing DSGE models by indirect inference: a survey of recent findings
• What causes banking crises? An empirical investigation for the world economy
• Testing macro models by indirect inference: a survey for users

Describes a project that uses

Uses Software

• Dynare

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