| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0111 |
| 来源ID | Technical Working Paper 0111 |
| Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation | |
| Ray C. Fair | |
| 发表日期 | 1991-08-01 |
| 出版年 | 1991 |
| 语种 | 英语 |
| 摘要 | This paper shows how probability questions can be answered within the context of macroeconometric models by using stochastic simulation. One can estimate, for example, the probability of a recession occurring within some fixed period in the future. Probability estimates are presented for two recessionary events and one inflationary event. An advantage of the present procedure is that the probabilities estimated from the stochastic simulation are objective in the sense that they are based on the use of estimated distributions. They are consistent with the probability structure of the model. This paper also shows that estimated probabilities can be used in the evaluation of a model, and an example of this type of evaluation is presented. |
| 主题 | Macroeconomics ; Business Cycles |
| URL | https://www.nber.org/papers/t0111 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/561121 |
| 推荐引用方式 GB/T 7714 | Ray C. Fair. Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation. 1991. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0111.pdf（1595KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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