| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP7557 |
| DP7557 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis | |
| Marco Pagano; Alessandro Beber | |
| 发表日期 | 2009-11-15 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | We review the methods used in many papers to evaluate DSGE models by comparing their simulated moments with data moments. We compare these with the method of Indirect Inference to which they are closely related. We illustrate the comparison with contrasting assessments of a two-country model in two recent papers. We conclude that Indirect Inference is the proper end point of the puzzles methodology. |
| 主题 | International Macroeconomics |
| 关键词 | Anomaly Bootstrap Dsge indirect inference Puzzle Us-eu model Var Wald statistic |
| URL | https://cepr.org/publications/dp7557 |
| 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/536393 |
| 推荐引用方式 GB/T 7714 | Marco Pagano,Alessandro Beber. DP7557 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis. 2009. |
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