| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP9411 |
| DP9411 A Monte Carlo procedure for checking identification in DSGE models | |
| Patrick Minford; Michael R. Wickens; Vo Phuong Mai Le | |
| 发表日期 | 2013-03-31 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | We propose a numerical method, based on indirect inference, for checking the identification of a DSGE model. Monte Carlo samples are generated from the model's true structural parameters and a VAR approximation to the reduced form estimated for each sample. We then search for a different set of structural parameters that could potentially also generate these VAR parameters. If we can find such a set, the model is not identified. |
| 主题 | International Macroeconomics |
| 关键词 | Dsge model indirect inference Monte carlo |
| URL | https://cepr.org/publications/dp9411 |
| 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/538247 |
| 推荐引用方式 GB/T 7714 | Patrick Minford,Michael R. Wickens,Vo Phuong Mai Le. DP9411 A Monte Carlo procedure for checking identification in DSGE models. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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