| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP6361 |
| DP6361 Productivity Effects of International Outsourcing:Evidence from Plant Level Data | |
| Eric Strobl; Holger Görg; Aoife Hanley | |
| 发表日期 | 2007-06-29 |
| 出版年 | 2007 |
| 语种 | 英语 |
| 摘要 | We estimate the approximate nonlinear solution of a small DSGE model on euro area data, using the conditional particle filter to compute the model likelihood. Our results are consistent with previous findings, based on simulated data, suggesting that this approach delivers sharper inference compared to the estimation of the linearised model. We also show that the nonlinear model can account for richer economic dynamics: the impulse responses to structural shocks vary depending on initial conditions selected within our estimation sample. |
| 主题 | International Macroeconomics |
| 关键词 | Dsge models Inflation persistence Second order approximations Sequential monte carlo Bayesian estimation |
| URL | https://cepr.org/publications/dp6361 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/535200 |
| 推荐引用方式 GB/T 7714 | Eric Strobl,Holger Görg,Aoife Hanley. DP6361 Productivity Effects of International Outsourcing:Evidence from Plant Level Data. 2007. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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