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https://hdl.handle.net/10419/65819
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Meenagh, David | en |
dc.contributor.author | Minford, Patrick | en |
dc.contributor.author | Wickens, Michael | en |
dc.date.accessioned | 2012-09-04 | - |
dc.date.accessioned | 2012-11-02T14:29:35Z | - |
dc.date.available | 2012-11-02T14:29:35Z | - |
dc.date.issued | 2012 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aCardiff University, Cardiff Business School |cCardiff | en |
dc.relation.ispartofseries | |aCardiff Economics Working Papers |xE2012/17 | en |
dc.subject.jel | C12 | en |
dc.subject.jel | C32 | en |
dc.subject.jel | C52 | en |
dc.subject.jel | E1 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | bootstrap | en |
dc.subject.keyword | DSGE | en |
dc.subject.keyword | VECM | en |
dc.subject.keyword | indirect inference | en |
dc.subject.keyword | Monte Carlo | en |
dc.subject.stw | Ökonometrisches Makromodell | en |
dc.subject.stw | Real Business Cycle | en |
dc.subject.stw | Offene Volkswirtschaft | en |
dc.subject.stw | Statistischer Test | en |
dc.subject.stw | Inferenzstatistik | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | Großbritannien | en |
dc.title | Testing macroeconomic models by indirect inference on unfiltered data | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 723753644 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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