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dc.contributor.authorMeenagh, Daviden
dc.contributor.authorMinford, Patricken
dc.contributor.authorWickens, Michaelen
dc.date.accessioned2012-09-04-
dc.date.accessioned2012-11-02T14:29:35Z-
dc.date.available2012-11-02T14:29:35Z-
dc.date.issued2012-
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
dc.language.isoengen
dc.publisher|aCardiff University, Cardiff Business School |cCardiffen
dc.relation.ispartofseries|aCardiff Economics Working Papers |xE2012/17en
dc.subject.jelC12en
dc.subject.jelC32en
dc.subject.jelC52en
dc.subject.jelE1en
dc.subject.ddc330en
dc.subject.keywordbootstrapen
dc.subject.keywordDSGEen
dc.subject.keywordVECMen
dc.subject.keywordindirect inferenceen
dc.subject.keywordMonte Carloen
dc.subject.stwÖkonometrisches Makromodellen
dc.subject.stwReal Business Cycleen
dc.subject.stwOffene Volkswirtschaften
dc.subject.stwStatistischer Testen
dc.subject.stwInferenzstatistiken
dc.subject.stwSchätzungen
dc.subject.stwGroßbritannienen
dc.titleTesting macroeconomic models by indirect inference on unfiltered data-
dc.typeWorking Paperen
dc.identifier.ppn723753644en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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