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Cardiff Business School, Cardiff University >
Cardiff Economics Working Papers >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/65819
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Meenagh, David | | en_US |
| dc.contributor.author | | Minford, Patrick | | en_US |
| dc.contributor.author | | Wickens, Michael | | en_US |
| dc.date.accessioned | | 2012-09-04 | | en_US |
| dc.date.accessioned | | 2012-11-02T14:29:35Z | | - |
| dc.date.available | | 2012-11-02T14:29:35Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/65819 | | - |
| dc.description.abstract | | We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply the method to an open economy real business cycle model on UK data. We review the method using a Monte Carlo experiment and find that it performs accurately and has good power. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Cardiff Univ, Cardiff Business School, Economics Section Cardiff | | en_US |
| dc.relation.ispartofseries | | Cardiff Economics Working Papers E2012/17 | | en_US |
| dc.subject.jel | | C12 | | en_US |
| dc.subject.jel | | C32 | | en_US |
| dc.subject.jel | | C52 | | en_US |
| dc.subject.jel | | E1 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | bootstrap | | en_US |
| dc.subject.keyword | | DSGE | | en_US |
| dc.subject.keyword | | VECM | | en_US |
| dc.subject.keyword | | indirect inference | | en_US |
| dc.subject.keyword | | Monte Carlo | | en_US |
| dc.subject.stw | | Ökonometrisches Makromodell | | en_US |
| dc.subject.stw | | Real Business Cycle | | en_US |
| dc.subject.stw | | Offene Volkswirtschaft | | en_US |
| dc.subject.stw | | Statistischer Test | | en_US |
| dc.subject.stw | | Inferenzstatistik | | en_US |
| dc.subject.stw | | Schätzung | | en_US |
| dc.subject.stw | | Großbritannien | | en_US |
| dc.title | | Testing macroeconomic models by indirect inference on unfiltered data | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 723753644 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Cardiff Economics Working Papers
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