Indirect inference and calibration of dynamic stochastic general equilibrium models

Journal of Econometrics

Volumn 136, Issue 2, 2007, Pages 397-430

  Dridi, Ramdan ^d   Guay, Alain ^a   Renault, Eric ^b,c  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

^c CIRANO   (Canada)

^d NONE

Author keywords

Asset pricing; Calibration; Indirect inference; Real business cycle; Structural models

Indexed keywords

CALIBRATION; MATHEMATICAL MODELS;

ASSET PRICING; INDIRECT INFERENCE; REAL BUSINESS CYCLE; STRUCTURAL MODELS;

RANDOM PROCESSES;

EID: 33845508213     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.11.003     Document Type: Article

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