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DP15684 Estimating macro models and the potentially misleading nature of Bayesian estimation 智库出版物
2021
作者:  David Meenagh;  Patrick Minford;  Michael R. Wickens
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayesian  Maximum likelihood  indirect inference  Estimation bias  
DP15635 North and South: A Regional Model of the UK 智库出版物
2021
作者:  Patrick Minford;  Yue Gai;  David Meenagh
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Regional study  Dsge model  Policy implication  indirect inference  
DP15551 State-dependent pricing turns money into a two-edged sword 智库出版物
2020
作者:  Vo Phuong Mai Le;  Patrick Minford;  David Meenagh
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
State-dependence  New keynesian  Rational expectations  Crises  Price stability  Nominal gdp  
DP11817 What is the truth about DSGE models? Testing by indirect inference 智库出版物
2017
作者:  Patrick Minford;  David Meenagh;  Michael R. Wickens
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Pseudo-true inference  Dsge models  Wald tests  indirect inference  Likelihood ratio tests  Robustness  
DP11818 A note on news about the future: the impact on DSGE models and their VAR representation 智库出版物
2017
作者:  Patrick Minford;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
News shocks  Dsge  Var  indirect inference  
DP10766 Testing macro models by indirect inference: a survey for users 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap  Dsge  New keynesian  New classical  indirect inference  Wald statistic  Likelihood ratio  
DP10765 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge model  Error processes  indirect inference  Likelihood ratio  Structural parameters  
DP10382 Small sample performance of indirect inference on DSGE models 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap  Dsge  indirect inference  Likelihood ratio  New classical  New keynesian  Wald statistic  
DP10250 Monetarism rides again? US monetary policy in a world of Quantitative Easing 智库出版物
2014
作者:  Patrick Minford;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge model  Financial frictions  Crises  indirect inference  Money supply  Qe  monetary policy  Fiscal multiplier  Zero bound  
DP9422 Banking and the Macroeconomy in China: A Banking Crisis Deferred? 智库出版物
2013
作者:  Patrick Minford;  Kent Matthews;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
China  Crises  Dsge model  Financial frictions  indirect inference