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dc.contributor.authorMeenagh, Daviden_US
dc.contributor.authorMinford, Patricken_US
dc.contributor.authorWickens, Michaelen_US
dc.date.accessioned2012-09-04en_US
dc.date.accessioned2012-11-02T14:29:35Z-
dc.date.available2012-11-02T14:29:35Z-
dc.date.issued2012en_US
dc.identifier.urihttp://hdl.handle.net/10419/65819-
dc.description.abstractWe 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.isoengen_US
dc.publisherCardiff Univ, Cardiff Business School, Economics Section Cardiffen_US
dc.relation.ispartofseriesCardiff Economics Working Papers E2012/17en_US
dc.subject.jelC12en_US
dc.subject.jelC32en_US
dc.subject.jelC52en_US
dc.subject.jelE1en_US
dc.subject.ddc330en_US
dc.subject.keywordbootstrapen_US
dc.subject.keywordDSGEen_US
dc.subject.keywordVECMen_US
dc.subject.keywordindirect inferenceen_US
dc.subject.keywordMonte Carloen_US
dc.subject.stwÖkonometrisches Makromodellen_US
dc.subject.stwReal Business Cycleen_US
dc.subject.stwOffene Volkswirtschaften_US
dc.subject.stwStatistischer Testen_US
dc.subject.stwInferenzstatistiken_US
dc.subject.stwSchätzungen_US
dc.subject.stwGroßbritannienen_US
dc.titleTesting macroeconomic models by indirect inference on unfiltered dataen_US
dc.typeWorking Paperen_US
dc.identifier.ppn723753644en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
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