G2TT
来源类型Discussion paper
规范类型论文
来源IDDP7621
DP7621 Some Problems in the Testing of DSGE Models
Patrick Minford; Michael R. Wickens; Vo Phuong Mai Le
发表日期2010-01-10
出版年2010
语种英语
摘要We review the methods used in many papers to evaluate DSGE models by comparing their simulated moments and other features with data equivalents. We note that they select, scale and characterise the shocks without reference to the data; crucially they fail to use the joint distribution of the features under comparison. We illustrate this point by recomputing an assessment of a two-country model in a recent paper; we find that the paper's conclusions are essentially reversed.
主题International Macroeconomics
关键词Anomaly Boostrap Dsge indirect inference Puzzle Us-eu model Var Wald statistic
URLhttps://cepr.org/publications/dp7621
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/536458
推荐引用方式
GB/T 7714
Patrick Minford,Michael R. Wickens,Vo Phuong Mai Le. DP7621 Some Problems in the Testing of DSGE Models. 2010.
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