Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/65819
Authors: 
Meenagh, David
Minford, Patrick
Wickens, Michael
Year of Publication: 
2012
Series/Report no.: 
Cardiff Economics Working Papers E2012/17
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.
Subjects: 
bootstrap
DSGE
VECM
indirect inference
Monte Carlo
JEL: 
C12
C32
C52
E1
Document Type: 
Working Paper

Files in This Item:
File
Size
329.73 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.